Goodness-of-Fit Tests for a Multivariate
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Yanqin Fan
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Article
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1997
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Elsevier Science
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English
โ 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