Goodness-of-fit tests for multivariate stable distributions based on the empirical characteristic function
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Publication:495365
DOI10.1016/j.jmva.2015.05.006zbMath1327.60045OpenAlexW604537822MaRDI QIDQ495365
Joseph Ngatchou-Wandji, Emanuele Taufer, Simos G. Meintanis
Publication date: 10 September 2015
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmva.2015.05.006
Infinitely divisible distributions; stable distributions (60E07) Asymptotic distribution theory in statistics (62E20) Hypothesis testing in multivariate analysis (62H15) Characteristic functions; other transforms (60E10)
Related Items (8)
Comments on: ``Tests for multivariate normality -- a critical review with emphasis on weighted \(L^2\)-statistics ⋮ Asymptotics of maximum likelihood estimation for stable law with continuous parameterization ⋮ Goodness-of-fit tests based on the empirical characteristic function ⋮ A general Monte Carlo method for multivariate goodness-of-fit testing applied to elliptical families ⋮ Goodness-of-fit tests for multivariate skewed distributions based on the characteristic function ⋮ Applications of distance correlation to time series ⋮ Testing for serial independence in vector autoregressive models ⋮ A two-sample test for the error distribution in nonparametric regression based on the characteristic function
Uses Software
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