Fourier methods for model selection
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Publication:5963705
DOI10.1007/s10463-014-0491-8zbMath1441.62107OpenAlexW2085690335MaRDI QIDQ5963705
M. V. Alba-Fernández, Apostolos Batsidis, M. Dolores Jiménez-Gamero
Publication date: 23 February 2016
Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10463-014-0491-8
Applications of statistics to economics (62P20) Nonparametric hypothesis testing (62G10) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of nonparametric inference (62G20)
Related Items (8)
Fast goodness-of-fit tests based on the characteristic function ⋮ Minimum distance estimators for count data based on the probability generating function with applications ⋮ Nonparametric probability weighted empirical characteristic function and applications ⋮ Choice between and within the classes of Poisson-Tweedie and Poisson-exponential-Tweedie count models ⋮ Goodness‐of‐fit tests for the multivariate Student‐t distribution based on i.i.d. data, and for GARCH observations ⋮ A test for the geometric distribution based on linear regression of order statistics ⋮ Quantifying the ratio-plot for the geometric distribution ⋮ Model selection based on penalized \(\phi \)-divergences for multinomial data
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