Goodness-of-fit tests based on empirical characteristic functions

From MaRDI portal
Publication:961885

DOI10.1016/j.csda.2009.06.001zbMath1453.62119OpenAlexW2057985979MaRDI QIDQ961885

J. Muñoz-García, V. Alba-Fernández, Yurilev Chalco-Cano, M. Dolores Jiménez-Gamero

Publication date: 1 April 2010

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

Full work available at URL: https://doi.org/10.1016/j.csda.2009.06.001




Related Items (39)

Fourier methods for analyzing piecewise constant volatilitiesReducing the computational cost of the ECF using a nuFFT: a fast and objective probability density estimation methodTesting for a class of bivariate exponential distributionsBivariate sub-Gaussian model for stock index returnsSome multivariate goodness of fit tests based on data depthFast goodness-of-fit tests based on the characteristic functionGoodness-of-fit tests based on the empirical characteristic functionComments on: ``Tests for multivariate normality -- a critical review with emphasis on weighted \(L^2\)-statisticsThe compound truncated Poisson Cauchy model: a descriptor for multimodal dataGoodness-of-fit test for stochastic volatility modelsThe probability weighted characteristic function and goodness-of-fit testingA general Monte Carlo method for multivariate goodness-of-fit testing applied to elliptical familiesGoodness-of-fit graphical assessment for a broad family of unimodal distributionsNonparametric goodness-of-fit testing for a continuous multivariate parametric modelEmpirical characteristic function tests for GARCH innovation distribution using multipliersAn affine invariant multiple test procedure for assessing multivariate normalityOn the estimation of the characteristic function in finite populations with applicationsA test of fit for a continuous distribution based on the empirical convex conditional mean functionAn approximation to the null distribution of a class of Cramér-von Mises statisticsApproximating a class of goodness-of-fit test statisticsGoodness-of-fit tests for multivariate stable distributions based on the empirical characteristic functionOn testing uniformity using an information-theoretic measureA test for the geometric distribution based on linear regression of order statisticsGoodness-of-fit tests in semi-linear modelsA Class of Goodness-of-fit Tests Based on TransformationSpecification tests in mixed effects modelsEmpirical Hankel transforms and its applications to goodness-of-fit testsA Non‐parametric <scp>ANOVA</scp>‐type Test for Regression Curves Based on Characteristic FunctionsA Goodness of Fit Test for Normality Based on the Empirical Moment Generating FunctionTesting the symmetry of a dependence structure with a characteristic functionFourier methods for model selectionOn the empirical characteristic function process of the residuals in GARCH models and applicationsDiagnostic tests for the distribution of random effects in multivariate mixed effects modelsFixed point characterizations of continuous univariate probability distributions and their applicationsGraphical procedures and goodness-of-fit tests for the compound poisson-exponential distributionTests of fit for a lognormal distributionQuantifying the ratio-plot for the geometric distributionTesting for the symmetric component in skew distributionsTHE POWER MUTH DISTRIBUTION∗


Uses Software


Cites Work


This page was built for publication: Goodness-of-fit tests based on empirical characteristic functions