A review of testing procedures based on the empirical characteristic function
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Meintanis, Simos G.
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SASA
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Abstract
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 models. Specifically our emphasis is on recent developments of ECF procedures
for goodness-of-fit testing for parametric families of distributions with structured data, and for the
two-sample and the
k
-sample problem
Sustainable Development Goals
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Meintanis, S.G. 2016. A review of testing procedures based on the empirical characteristic function. South African statistical journal, 50(1):1-14. [http://hdl.handle.net/10520/EJC186846]