Pages that link to "Item:Q961885"
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The following pages link to Goodness-of-fit tests based on empirical characteristic functions (Q961885):
Displaying 50 items.
- Goodness-of-fit test for stochastic volatility models (Q391575) (← links)
- The probability weighted characteristic function and goodness-of-fit testing (Q393600) (← links)
- Characteristic function-based hypothesis tests under weak dependence (Q414551) (← links)
- Goodness-of-fit tests for multivariate stable distributions based on the empirical characteristic function (Q495365) (← links)
- Specification tests in mixed effects models (Q538100) (← links)
- Goodness-of-fit tests in semi-linear models (Q693329) (← links)
- An affine invariant multiple test procedure for assessing multivariate normality (Q901586) (← links)
- Tests for normal mixtures based on the empirical characteristic function (Q957196) (← links)
- Empirical Hankel transforms and its applications to goodness-of-fit tests (Q968497) (← links)
- Goodness-of-fit tests for the Cauchy distribution based on the empirical characteristic function (Q1585888) (← links)
- Fourier methods for analyzing piecewise constant volatilities (Q1622108) (← links)
- Reducing the computational cost of the ECF using a nuFFT: a fast and objective probability density estimation method (Q1623676) (← links)
- Fast goodness-of-fit tests based on the characteristic function (Q1663267) (← links)
- On the estimation of the characteristic function in finite populations with applications (Q1708363) (← links)
- Binned goodness-of-fit tests based on the empirical characteristic function (Q1771467) (← links)
- A test for the geometric distribution based on linear regression of order statistics (Q1998595) (← links)
- Fixed point characterizations of continuous univariate probability distributions and their applications (Q2046475) (← links)
- Bivariate sub-Gaussian model for stock index returns (Q2146838) (← links)
- The compound truncated Poisson Cauchy model: a descriptor for multimodal data (Q2178391) (← links)
- An approximation to the null distribution of a class of Cramér-von Mises statistics (Q2228703) (← links)
- Approximating a class of goodness-of-fit test statistics (Q2229861) (← links)
- Testing the symmetry of a dependence structure with a characteristic function (Q2283654) (← links)
- Bootstrap goodness-of-fit tests with estimated parameters based on empirical transforms (Q2373689) (← links)
- Goodness-of-fit tests based on the empirical characteristic function (Q2401232) (← links)
- On the empirical characteristic function process of the residuals in GARCH models and applications (Q2513933) (← links)
- Comments on: ``Tests for multivariate normality -- a critical review with emphasis on weighted \(L^2\)-statistics'' (Q2665781) (← links)
- A general Monte Carlo method for multivariate goodness-of-fit testing applied to elliptical families (Q2674489) (← links)
- Goodness-of-fit tests based on quadratic functionals of transformed empirical processes (Q2716937) (← links)
- Diagnostic tests for the distribution of random effects in multivariate mixed effects models (Q2807671) (← links)
- Graphical procedures and goodness-of-fit tests for the compound poisson-exponential distribution (Q2811450) (← links)
- Testing for the symmetric component in skew distributions (Q2831017) (← links)
- A test of fit for a continuous distribution based on the empirical convex conditional mean function (Q2979619) (← links)
- Quantifying the ratio-plot for the geometric distribution (Q3389591) (← links)
- Goodness-of-fit tests for functional data (Q3406050) (← links)
- Testing for a class of bivariate exponential distributions (Q3451390) (← links)
- (Q3524361) (← links)
- (Q3552466) (← links)
- A Goodness of Fit Test for Normality Based on the Empirical Moment Generating Function (Q3590005) (← links)
- ON APPROXIMATING THE DISTRIBUTIONS OF GOODNESS-OF-FIT TEST STATISTICS BASED ON THE EMPIRICAL DISTRIBUTION FUNCTION: THE CASE OF UNKNOWN PARAMETERS (Q3636536) (← links)
- On testing uniformity using an information-theoretic measure (Q4638813) (← links)
- (Q4686943) (← links)
- THE POWER MUTH DISTRIBUTION∗ (Q5015446) (← links)
- Some multivariate goodness of fit tests based on data depth (Q5078830) (← links)
- Empirical characteristic function tests for GARCH innovation distribution using multipliers (Q5106912) (← links)
- A Non‐parametric <scp>ANOVA</scp>‐type Test for Regression Curves Based on Characteristic Functions (Q5177958) (← links)
- Tests of fit for a lognormal distribution (Q5222327) (← links)
- A Class of Goodness-of-fit Tests Based on Transformation (Q5419677) (← links)
- A New Goodness-of-Fit Test Based on the Empirical Characteristic Function (Q5438333) (← links)
- Fourier methods for model selection (Q5963705) (← links)
- Goodness-of-fit graphical assessment for a broad family of unimodal distributions (Q6060865) (← links)