Springer series in statistics

P Bickel, P Diggle, S Fienberg, U Gather, I Olkin… - Principles and Theory …, 2009 - Springer
The idea for this book came from the time the authors spent at the Statistics and Applied
Mathematical Sciences Institute (SAMSI) in Research Triangle Park in North Carolina …

A test for normality based on the empirical characteristic function

TW Epps, LB Pulley - Biometrika, 1983 - academic.oup.com
A test for normality based on the empirical characteristic function Page 1 Miscellanea 723
Biometrika (1983), 70, 3, pp. 723-6 Printed in Great Britain A test for normality based on the …

[图书][B] Comparing distributions

O Thas - 2010 - Springer
This book is mainly about goodness-of-fit testing, particularly about tests for the one-and the
two-and K-sample problems. In the one-sample problem we need to test the hypothesis that …

Hypothesis testing in time series via the empirical characteristic function: a generalized spectral density approach

Y Hong - Journal of the American Statistical Association, 1999 - Taylor & Francis
The standardized spectral density completely describes serial dependence of a Gaussian
process. For non-Gaussian processes, however, it may become an inappropriate analytic …

On the efficiency of empirical characteristic function procedures

A Feuerverger, P McDunnough - Journal of the Royal Statistical Society …, 1981 - JSTOR
On the Efficiency of Empirical Characteristic Function Procedures Page 1 JR Statist. Soc. B (1981),
43, No. 1, pp. 20-27 On the Efficiency of Empirical Characteristic Function Procedures By …

An omnibus test for the two-sample problem using the empirical characteristic function

TW Epps, KJ Singleton - Journal of Statistical Computation and …, 1986 - Taylor & Francis
The empirical characteristic function (CF) is the Fourier transform of the sample distribution
function. The values of its real and imaginary parts at some real number t are merely sample …

Goodness-of-fit tests for a multivariate distribution by the empirical characteristic function

Y Fan - Journal of Multivariate Analysis, 1997 - Elsevier
In this paper, we take the characteristic function approach to goodness-of-fit tests. It has
several advantages over existing methods: First, unlike the popular comparison density …

A goodness-of-fit test based on the empirical characteristic function when parameters must be estimated

IA Koutrouvelis, J Kellermeier - Journal of the Royal Statistical …, 1981 - academic.oup.com
The goodness-of-fit test using the empirical characteristic function proposed by Koutrouvelis
(1980) is extended to the case where parameters must be estimated. The proposed test …

A test of exponentiality vs. monotone‐hazard alternatives derived from the empirical characteristic function

TW Epps, LB Pulley - Journal of the Royal Statistical Society …, 1986 - Wiley Online Library
SUMMARY A test of exponentiality is proposed which is consistent for alternatives with
monotone failure rate. Derived as a weighted integral of the difference between the …

[图书][B] Robustness theory and application

BR Clarke - 2018 - books.google.com
A preeminent expert in the field explores new and exciting methodologies in the ever-
growing field of robust statistics Used to develop data analytical methods, which are …