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A consistent modification of a test for independence based on the empirical characteristic function

โœ Scribed by A. Kankainen; N. G. Ushakov


Publisher
Springer US
Year
1998
Tongue
English
Weight
385 KB
Volume
89
Category
Article
ISSN
1573-8795

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Goodness-of-Fit Tests for a Multivariate
โœ Yanqin Fan ๐Ÿ“‚ Article ๐Ÿ“… 1997 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 422 KB

In this paper, we take the characteristic function approach to goodness-of-fit tests. It has several advantages over existing methods: First, unlike the popular comparison density function approach suggested in Parzen (1979), our approach is applicable to both univariate and multivariate data; Secon