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A review of testing procedures based on the empirical characteristic function
(SASA, 2016)
The empirical characteristic function (ECF) has been in use in statistical inference for
nearly fifty years now. We provide an overview of testing procedures based on the ECF within
certain statistical ...
Independence tests in semiparametric transformation models
(SASA, 2018)
Consider an observed response Y which, following a certain transformation Yϑ by := Tϑ (Y ), can be expressed by a homoskedastic nonparametric regression model reference a vector X of regressors. If this transformation model ...
Validation tests for semi-parametric 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 Fourier-typ ...
Change point detection with multivariate observations based on characteristic functions
(Springer, 2017)
We consider break-detection procedures for vector observations, both under independence as well as under an underlying structural time series scenario. The new methods involve L2-type criteria based on empirical characteristic ...
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 ...
Goodness-of-fit tests for multivariate stable distributions based on the empirical characteristic function
(Elsevier, 2015)
We consider goodness-of-fit testing for multivariate stable distributions. The proposed
test statistics exploit a characterizing property of the characteristic function of these
distributions and are consistent under ...
The probability weighted characteristic function and goodness-of-fit 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 ...
Data transformations and goodness-of-fit tests for type-II right censored samples
(Springer, 2015)
We suggest several goodness-of-fit (GOF) methods which are appropriate
with Type-II right censored data. Our strategy is to transform the original observations
from a censored sample into an approximately i.i.d. sample ...