Browsing Faculty of Natural and Agricultural Sciences by Subject "empirical characteristic function"
Now showing items 1-5 of 5
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A new approach to function-based hypothesis testing in location-scale families
(Taylor & Francis, 2013)Motivated by two applications in the mining industry, we introduce a new approach to testing the hypothesis that two-sampled distributions are simply location and scale changes of one another. The test, applicable to both ... -
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 ... -
Testing for spherical symmetry via the empirical characteristic function
(Taylor & Francis, 2014)Kolmogorov–Smirnov-type and Cramér–von Mises-type goodness-of-fit 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 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 ...