Goodness-of-fit tests for a multivariate distribution by the empirical characteristic function

DOI10.1006/jmva.1997.1672zbMath0949.62044OpenAlexW2004981962MaRDI QIDQ1365549

Yanqin Fan

Publication date: 4 September 1997

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1006/jmva.1997.1672

zbMATH Keywords

Fourier seriesempirical characteristic functionconsistent test

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic distribution theory in statistics (62E20) Hypothesis testing in multivariate analysis (62H15) Order statistics; empirical distribution functions (62G30)

Related Items (28)

Accounting for endogeneity in regression models using copulas: a step-by-step guide for empirical studies ⋮ Reducing the computational cost of the ECF using a nuFFT: a fast and objective probability density estimation method ⋮ A new class of multivariate goodness of fit tests for multivariate normal mixtures ⋮ Bivariate sub-Gaussian model for stock index returns ⋮ Some multivariate goodness of fit tests based on data depth ⋮ Goodness-of-fit tests based on the empirical characteristic function ⋮ Kernel-based goodness-of-fit tests for copulas with fixed smoothing parameters ⋮ Goodness-of-fit test for stochastic volatility models ⋮ A general Monte Carlo method for multivariate goodness-of-fit testing applied to elliptical families ⋮ Quadratic distances on probabilities: A unified foundation ⋮ Tests for the multivariatek-sample problem based on the empirical characteristic function ⋮ Test for uniformity by empirical Fourier expansion ⋮ An empirical goodness-of-fit test for multivariate distributions ⋮ Testing distributional assumptions using a continuum of moments ⋮ A new goodness of fit test for multivariate normality ⋮ Goodness-of-fit tests based on empirical characteristic functions ⋮ Omnibus tests for the error distribution in the linear regression model ⋮ Local power properties of kernel based goodness of fit tests ⋮ Checking the adequacy of the multivariate semiparametric location shift model ⋮ A New Goodness-of-Fit Test Based on the Empirical Characteristic Function ⋮ New measure of the bivariate asymmetry ⋮ Generalized spectral testing for multivariate continuous-time models ⋮ Multivariate goodness-of-fit tests based on Wasserstein distance ⋮ A NONPARAMETRIC BOOTSTRAP TEST OF CONDITIONAL DISTRIBUTIONS ⋮ Testing goodness of fit for the distribution of errors in multivariate linear models ⋮ Nonparametric checks for single-index models ⋮ Robust and consistent estimation of nonlinear errors-in-variables models ⋮ A homogeneity test based on empirical characteristic functions

Cites Work

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