An updated review of goodness-of-fit tests for regression models

W González-Manteiga, RM Crujeiras - Test, 2013 - Springer
This survey intends to collect the developments on Goodness-of-Fit for regression models
during the last 20 years, from the very first origins with the proposals based on the idea of …

A review of testing procedures based on the empirical characteristic function

SG Meintanis - South African Statistical Journal, 2016 - journals.co.za
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 …

Goodness-of-fit tests based on empirical characteristic functions

MD Jiménez-Gamero, V Alba-Fernández… - … Statistics & Data …, 2009 - Elsevier
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 …

A test for Gaussianity in Hilbert spaces via the empirical characteristic functional

N Henze, MD Jiménez‐Gamero - Scandinavian Journal of …, 2021 - Wiley Online Library
Abstract Let X 1, X 2,… be independent and identically distributed random elements taking
values in a separable Hilbert space ℍ. With applications for functional data in mind, ℍ may …

[HTML][HTML] Goodness-of-fit tests for multivariate stable distributions based on the empirical characteristic function

SG Meintanis, J Ngatchou-Wandji, E Taufer - Journal of Multivariate …, 2015 - Elsevier
We consider goodness-of-fit testing for multivariate stable distributions. The proposed test
statistics exploit a characterizing property of the characteristic function of these distributions …

[HTML][HTML] Asymptotics, finite-sample comparisons and applications for two-sample tests with functional data

Q Jiang, M Hušková, SG Meintanis, L Zhu - Journal of Multivariate Analysis, 2019 - Elsevier
We consider two-sample tests for functional data with observations which may be uni-or
multi-dimensional. The new methods are formulated as L 2-type criteria based on empirical …

Testing normality of a large number of populations

MD Jiménez-Gamero - Statistical Papers, 2024 - Springer
This paper studies the problem of simultaneously testing that each of k independent
samples come from a normal population. The means and variances of those populations …

[HTML][HTML] Consistency of general bootstrap methods for degenerate U-type and V-type statistics

A Leucht, MH Neumann - Journal of Multivariate Analysis, 2009 - Elsevier
We provide general results on the consistency of certain bootstrap methods applied to
degree-2 degenerate statistics of U-type and V-type. While it follows from well known results …

A Non‐parametric ANOVA‐type Test for Regression Curves Based on Characteristic Functions

JC Pardo‐Fernández… - … Journal of Statistics, 2015 - Wiley Online Library
This article studies a new procedure to test for the equality of k regression curves in a fully
non‐parametric context. The test is based on the comparison of empirical estimators of the …

A class of goodness-of-fit tests based on transformation

SG Meintanis, MDJÉ Gamero… - … in Statistics-Theory and …, 2014 - Taylor & Francis
There is an increasing number of goodness-of-fit tests whose test statistics measure
deviations between the empirical characteristic function and an estimated characteristic …