Pages that link to "Item:Q5438333"
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The following pages link to A New Goodness-of-Fit Test Based on the Empirical Characteristic Function (Q5438333):
Displaying 17 items.
- Goodness-of-Fit Tests for the Gamma Distribution Based on the Empirical Laplace Transform (Q138398) (← links)
- A note on scale estimates based on the empirical characteristic function and their application to test for normality (Q761736) (← links)
- Tests for normal mixtures based on the empirical characteristic function (Q957196) (← links)
- Goodness-of-fit tests based on empirical characteristic functions (Q961885) (← links)
- Limiting behavior of the ICF test for normality under Gram-Charlier alternatives (Q1284064) (← links)
- Goodness-of-fit tests for a multivariate distribution by the empirical characteristic function (Q1365549) (← links)
- Binned goodness-of-fit tests based on the empirical characteristic function (Q1771467) (← links)
- Bivariate sub-Gaussian model for stock index returns (Q2146838) (← links)
- Inferential procedures based on the integrated empirical characteristic function (Q2324329) (← links)
- Goodness-of-fit tests based on the empirical characteristic function (Q2401232) (← links)
- A goodness-of-fit test based on empirical Euclidean likelihood and vertical density representation (Q2927372) (← links)
- A test of fit for a continuous distribution based on the empirical convex conditional mean function (Q2979619) (← links)
- (Q3524361) (← links)
- (Q3552466) (← links)
- New Goodness of Fit Tests Based on Stochastic EDF (Q3566555) (← links)
- A Goodness of Fit Test for Normality Based on the Empirical Moment Generating Function (Q3590005) (← links)
- (Q3811524) (← links)
