Tests for normal mixtures based on the empirical characteristic function

DOI10.1016/j.csda.2004.05.011zbMath1429.62156OpenAlexW2022692667WikidataQ60430076 ScholiaQ60430076MaRDI QIDQ957196

Simos G. Meintanis, Bernhard Klar

Publication date: 26 November 2008

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2004.05.011

zbMATH Keywords

characteristic functiongoodness-of-fit testmixtures of normal distributions

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10)

Related Items (16)

Mixture Models in View of Evidential Analysis ⋮ Bivariate sub-Gaussian model for stock index returns ⋮ Fast goodness-of-fit tests based on the characteristic function ⋮ A comparison of the \(L_2\) minimum distance estimator and the EM-algorithm when fitting \(k\)-component univariate normal mixtures ⋮ Testing for the Pareto type I distribution: a comparative study ⋮ A test of fit for a continuous distribution based on the empirical convex conditional mean function ⋮ Fitting probability distributions to economic growth: a maximum likelihood approach ⋮ A characterization and a class of omnibus tests for the exponential distribution based on the empirical characteristic function ⋮ A recombining lattice option pricing model that relaxes the assumption of lognormality ⋮ Goodness-of-fit tests based on empirical characteristic functions ⋮ A New Goodness-of-Fit Test Based on the Empirical Characteristic Function ⋮ Non-asymptotic detection of two-component mixtures with unknown means ⋮ Editorial: Advances in mixture models ⋮ Fourier methods for testing multivariate independence ⋮ A new approach of goodness-of-fit testing for exponentiated laws applied to the generalized Rayleigh distribution ⋮ New classes of tests for the Weibull distribution using Stein's method in the presence of random right censoring

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