Browsing Faculty of Natural and Agricultural Sciences by Subject "Empirical characteristic function"
Now showing items 1-10 of 16
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Asymptotics, finite-sample comparisons and applications for two-sample tests with functional data
(Elsevier, 2019)We consider two-sample tests for functional data with observations which may be uni- or multi-dimensional. The new methods are formulated as -type criteria based on empirical characteristic functions and are convenient ... -
Change-point methods for multivariate time-series: paired vectorial observations
(Springer, 2020)We consider paired and two-sample break-detection procedures for vectorial observations and multivariate time series. The new methods involve L2-type criteria based on empirical characteristic functions and are easy to ... -
A class of goodness-of-fit tests for circular distributions based on trigonometric moments
(IDESCAT, 2019)We propose a class of goodness–of–fit test procedures for arbitrary parametric families of circular distributions with unknown parameters. The tests make use of the specific form of the characteristic function of 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 ... -
Diagnostic tests for the distribution of random effects in multivariate mixed effects model
(Taylor & Francis, 2016)Fourier methods are proposed for testing the distribution of random effects in classical and robust multivariate mixed effects models. The test statistics involve estimation of the characteristic function of random effects. ... -
Fourier-type estimation of the power GARCH model with stable-Paretian innovations
(Springer, 2016)We consider estimation for general power GARCH models under stable-Paretian innovations. Exploiting the simple structure of the conditional characteristic function of the observations driven by these models we propose ... -
Fourier-type tests involving martingale difference processes
(Taylor & Francis, 2017)We develop testing procedures which detect if the observed time series is a martingale difference sequence. Furthermore, tests are developed that detect change–points in the conditional expectation of the series given its ... -
Goodness-of-fit tests for semiparametric and parametric hypotheses based on the probability weighted empirical characteristic function
(Springer, 2016)We investigate the finite-sample properties of certain procedures which employ the novel notion of the probability weighted empirical characteristic function. The procedures considered are: (1) Testing for symmetry in ... -
Inferential procedures based on the integrated empirical characteristic function
(Springer, 2019)We introduce the novel notion of the integrated characteristic function and its empirical counterpart. Some basic properties of these new objects are mentioned and in turn utilized in order to construct new procedures for ... -
A Monte Carlo evaluation of the performance of two new tests for symmetry
(Springer, 2017)We propose two new tests for symmetry based on well-known characterisations of symmetric distributions. The performance of the new tests is evaluated and compared to that of other existing tests by means of a Monte Carlo ...