Goodness-of-fit test based on empirical characterisitc function

DOI10.1080/00949650008812001zbMath0945.62052OpenAlexW2001582435MaRDI QIDQ4489909

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Publication date: 3 October 2000

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949650008812001

zbMATH Keywords

simulationgoodness-of-fit testsempirical characteristic functionintegrated square error

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Order statistics; empirical distribution functions (62G30) Monte Carlo methods (65C05)

Related Items (5)

Combined X-bar and CRL charts for the gamma process ⋮ Comparisons of various types of normality tests ⋮ Goodness-of-fit tests based on the empirical characteristic function ⋮ A Goodness of Fit Test for Normality Based on the Empirical Moment Generating Function ⋮ Normality Test Based on a Truncated Mean Characterization

Cites Work

• Unnamed Item
• Mean integrated square error properties of density estimates
• Remarks on Some Nonparametric Estimates of a Density Function
• An Analysis of Variance Test for the Exponential Distribution (Complete Samples)
• On Estimation of a Probability Density Function and Mode
• On the Choice of the Number of Class Intervals in the Application of the Chi Square Test

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