A Class of Goodness-of-fit Tests Based on Transformation

DOI10.1080/03610926.2012.673673zbMath1462.62343OpenAlexW1983042571MaRDI QIDQ5419677

V. Alba-Fernández, Simos G. Meintanis, M. D. Jiménez Gamero

Publication date: 11 June 2014

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2012.673673

zbMATH Keywords

consistencyempirical characteristic functiongoodness-of-fitbootstrap distribution estimatorrandomized quantile residualsrosenblatt transformation

Mathematics Subject Classification ID

Hypothesis testing in multivariate analysis (62H15) Bootstrap, jackknife and other resampling methods (62F40) Asymptotic properties of parametric tests (62F05)

Related Items (11)

Fast goodness-of-fit tests based on the characteristic function ⋮ Comments on: ``Tests for multivariate normality -- a critical review with emphasis on weighted \(L^2\)-statistics ⋮ A general Monte Carlo method for multivariate goodness-of-fit testing applied to elliptical families ⋮ Testing for the Pareto type I distribution: a comparative study ⋮ Empirical characteristic function tests for GARCH innovation distribution using multipliers ⋮ On testing the skew normal distribution by using Shapiro-Wilk test ⋮ Goodness‐of‐fit tests for the multivariate Student‐t distribution based on i.i.d. data, and for GARCH observations ⋮ A test of fit for a continuous distribution based on the empirical convex conditional mean function ⋮ A test for the geometric distribution based on linear regression of order statistics ⋮ Testing for the symmetric component in skew distributions ⋮ THE POWER MUTH DISTRIBUTION∗

Uses Software

• gPdtest

Cites Work

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