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An empirical goodness-of-fit test for multivariate distributions

✍ Scribed by McAssey, Michael P.


Book ID
121723449
Publisher
Taylor and Francis Group
Year
2013
Tongue
English
Weight
213 KB
Volume
40
Category
Article
ISSN
0266-4763

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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