Pages that link to "Item:Q495365"
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The following pages link to Goodness-of-fit tests for multivariate stable distributions based on the empirical characteristic function (Q495365):
Displaying 15 items.
- Goodness-of-fit tests for symmetric stable distributions-empirical characteristic function approach (Q1019484) (← links)
- Goodness-of-fit tests for a multivariate distribution by the empirical characteristic function (Q1365549) (← links)
- Applications of distance correlation to time series (Q1708994) (← links)
- Testing for serial independence in vector autoregressive models (Q1757250) (← links)
- On estimation and testing goodness of fit for \(m\)-dependent stable sequences (Q1841194) (← links)
- A two-sample test for the error distribution in nonparametric regression based on the characteristic function (Q2010800) (← links)
- Goodness-of-fit test for \(\alpha\)-stable distribution based on the quantile conditional variance statistics (Q2152200) (← links)
- Goodness-of-fit tests based on the empirical characteristic function (Q2401232) (← links)
- A general Monte Carlo method for multivariate goodness-of-fit testing applied to elliptical families (Q2674489) (← links)
- Asymptotics of maximum likelihood estimation for stable law with continuous parameterization (Q5078578) (← links)
- Comments on: ``Tests for multivariate normality -- a critical review with emphasis on weighted \(L^2\)-statistics'' (Q5972233) (← links)
- Some goodness-of-fit tests for the positive stable distributions (Q6070962) (← links)
- Goodness-of-fit tests for multivariate skewed distributions based on the characteristic function (Q6172158) (← links)
- A unified approach to goodness-of-fit testing for spherical and hyperspherical data (Q6581339) (← links)
- Goodness-of-fit tests based on the min-characteristic function (Q6626706) (← links)
