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Goodness-of-fit tests for symmetric stable distributions—Empirical characteristic function approach

✍ Scribed by Muneya Matsui; Akimichi Takemura


Book ID
107498081
Publisher
CrossRef test prefix
Year
2007
Tongue
English
Weight
403 KB
Volume
17
Category
Article
ISSN
1234-5678

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Goodness-of-Fit Tests for a Multivariate
✍ Yanqin Fan 📂 Article 📅 1997 🏛 Elsevier Science 🌐 English ⚖ 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