The empirical characteristic function is considered as a tool for large sample testing of a hypothesis that can be characterized in terms of the characteristic function. Two test statistics based upon the empirical characteristic function are proposed. The limiting distributions of these test statistics are obtained and methods are suggested for using these limiting distributions to calculate critical regions.Empirical characteristic function limiting distribution test of hypothesis Gaussian process
AbstractIn this paper, we take the characteristic function approach to goodness-of-fit tests. It has...
We present a test for the composite hypothesis of normality against general alternatives. The test s...
International audienceThis paper proposes a semi-parametric test of independence (or serial independ...
AbstractThe empirical characteristic function is considered as a tool for large sample testing of a ...
The empirical characteristic function (ECF) has been in use in statistical inference for nearly fift...
Bibliography: pages 36-38.Much research has been done recently on the application of the empirical c...
The goodness-of-fit test of Towhidi and Salmanpour (2007), which is based on the empirical character...
The goodness-of-fit test of Towhidi and Salmanpour (2007), which is based on the empirical character...
This dissertation is devoted to statistical inference based on characteristic functions. For some po...
AbstractIn this article we propose two consistent hypothesis tests of L2-type for weakly dependent o...
AbstractTests of total independence of d (≥2) random variables are proposed using the empirical char...
Lévy processes have been receiving increasing attention in financial modeling. One distinctive featu...
The problem of hypotheses testing based on empirical characteristic functions is considered for the...
ABSTRACT. We review the most recent developments in the area of testing by the empirical characteris...
We introduce a family of statistics, based on the empirical moment generating function, for testing...
AbstractIn this paper, we take the characteristic function approach to goodness-of-fit tests. It has...
We present a test for the composite hypothesis of normality against general alternatives. The test s...
International audienceThis paper proposes a semi-parametric test of independence (or serial independ...
AbstractThe empirical characteristic function is considered as a tool for large sample testing of a ...
The empirical characteristic function (ECF) has been in use in statistical inference for nearly fift...
Bibliography: pages 36-38.Much research has been done recently on the application of the empirical c...
The goodness-of-fit test of Towhidi and Salmanpour (2007), which is based on the empirical character...
The goodness-of-fit test of Towhidi and Salmanpour (2007), which is based on the empirical character...
This dissertation is devoted to statistical inference based on characteristic functions. For some po...
AbstractIn this article we propose two consistent hypothesis tests of L2-type for weakly dependent o...
AbstractTests of total independence of d (≥2) random variables are proposed using the empirical char...
Lévy processes have been receiving increasing attention in financial modeling. One distinctive featu...
The problem of hypotheses testing based on empirical characteristic functions is considered for the...
ABSTRACT. We review the most recent developments in the area of testing by the empirical characteris...
We introduce a family of statistics, based on the empirical moment generating function, for testing...
AbstractIn this paper, we take the characteristic function approach to goodness-of-fit tests. It has...
We present a test for the composite hypothesis of normality against general alternatives. The test s...
International audienceThis paper proposes a semi-parametric test of independence (or serial independ...