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Testing for independence by the empirical characteristic function

✍ Scribed by Sándor Csörgő


Book ID
107880159
Publisher
Elsevier Science
Year
1985
Tongue
English
Weight
418 KB
Volume
16
Category
Article
ISSN
0047-259X

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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