Title
Goodness-of-fit tests based on empirical characteristic functions
Date Issued
01 October 2009
Access level
metadata only access
Resource Type
journal article
Author(s)
Universidad de Tarapacá
Abstract
A class of goodness-of-fit tests based on the empirical characteristic function is studied. They can be applied to continuous as well as to discrete or mixed data with any arbitrary fixed dimension. The tests are consistent against any fixed alternative for suitable choices of the weight function involved in the definition of the test statistic. The bootstrap can be employed to estimate consistently the null distribution of the test statistic. The goodness of the bootstrap approximation and the power of some tests in this class for finite sample sizes are investigated by simulation. © 2009 Elsevier B.V. All rights reserved.
Start page
3957
End page
3971
Volume
53
Issue
12
Language
English
OCDE Knowledge area
Ingeniería de sistemas y comunicaciones
Ciencias de la computación
Scopus EID
2-s2.0-69449085734
Source
Computational Statistics and Data Analysis
ISSN of the container
01679473
Sources of information:
Directorio de Producción Científica
Scopus