Browsing by Subject "empirical characteristic function"
Now showing items 15 of 5

A new approach to functionbased hypothesis testing in locationscale families
(Taylor & Francis, 2013)Motivated by two applications in the mining industry, we introduce a new approach to testing the hypothesis that twosampled distributions are simply location and scale changes of one another. The test, applicable to both ... 
The probability weighted characteristic function and goodnessoffit testing
(Elsevier, 2014)We introduce the notion of the probability weighted characteristic function (PWCF) as a generalization of the characteristic function. Some of the properties of the PWCF and of its empirical counterpart are studied and the ... 
Testing for spherical symmetry via the empirical characteristic function
(Taylor & Francis, 2014)Kolmogorov–Smirnovtype and Cramér–von Misestype goodnessoffit tests are proposed for the null hypothesis that the distribution of a random vector X is spherically symmetric. The test statistics utilize the fact that X ... 
Transformations to symmetry based on the probability weighted characteristic function
(Institute of Information Theory and Automation, 2015)We suggest a nonparametric version of the probability weighted empirical characteristic function (PWECF) introduced by Meintanis et al. [10] and use this PWECF in order to estimate the parameters of arbitrary transformations ... 
Validation tests for semiparametric models
(Taylor & Francis, 2015)Tests are proposed for validation of the hypothesis that a partial linear regression model adequately describes the structure of a given data set. The test statistics are formulated following the approach of Fouriertyp ...