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A Goodness-of-Fit Test of Simple Hypotheses Based on the Empirical Characteristic Function

✍ Scribed by I. A. Koutrouvelis


Book ID
124289071
Publisher
Oxford University Press
Year
1980
Tongue
English
Weight
362 KB
Volume
67
Category
Article
ISSN
0006-3444

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Goodness-of-Fit Tests for a Multivariate
✍ Yanqin Fan πŸ“‚ Article πŸ“… 1997 πŸ› Elsevier Science 🌐 English βš– 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