Search Results - subject:"Empirical characteristic function"

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Invariant tests for multivariate normality: a critical review

Henze, Norbert - In: Statistical Papers 43 (2002) 4, pp. 467-506

Persistent link: https://www.econbiz.de/10005167183

Goodness-of-Fit Tests for the Cauchy Distribution Based on the Empirical Characteristic Function

Gürtler, Nora; Henze, Norbert - In: Annals of the Institute of Statistical Mathematics 52 (2000) 2, pp. 267-286

Persistent link: https://www.econbiz.de/10005616103

Estimating mixtures of normal distributions via empirical characteristic function

Tran, Kien - In: Econometric Reviews 17 (1998) 2, pp. 167-183

This paper uses the empirical characteristic function (ECF) procedure to estimate the parameters of mixtures of normal …

Persistent link: https://www.econbiz.de/10005476113

Permutation Tests for Reflected Symmetry

Neuhaus, Georg; Zhu, Li-Xing - In: Journal of Multivariate Analysis 67 (1998) 2, pp. 129-153

The paper presents a permutation procedure for testing reflected (or diagonal) symmetry of the distribution of a multivariate variable. The test statistics are based in empirical characteristic functions. The resulting permutation tests are strictly distribution free under the null hypothesis...

Persistent link: https://www.econbiz.de/10005160485

Estimation of a multivariate Box-Cox transformation to elliptical symmetry via the empirical characteristic function

Quiroz, Adolfo; Nakamura, Miguel; Pérez, Francisco - In: Annals of the Institute of Statistical Mathematics 48 (1996) 4, pp. 687-709

Persistent link: https://www.econbiz.de/10005616485

Semiparametric random coefficient regression models

Beran, Rudolf - In: Annals of the Institute of Statistical Mathematics 45 (1993) 4, pp. 639-654

Persistent link: https://www.econbiz.de/10005616128

An approximation to the limit distribution of the epps-pulley test statistic for normality

Henze, N. - In: Metrika 37 (1990) 1, pp. 7-18

Persistent link: https://www.econbiz.de/10005156018