A general Monte Carlo method for multivariate goodness–of–fit testing applied to elliptical families

2022/06/17 by Feifei Chen, M. Dolores Jiménez–Gamero, M.D. Jiménez–Gamero +3 · 2 citations
Decision Sciences · Mathematics · #Probabilistic and Robust Engineering Design #Statistical Distribution Estimation and Applications #Statistical Methods and Bayesian Inference

paper · doi:10.1016/j.csda.2022.107548

openalex publication_date 2022/06/17 · openalex created_date 2025/10/10 · openalex updated_date 2026/08/01

Citations

• Goodness-of-fit tests for multivariate stable distributions based on the empirical characteristic function
• On a new multivariate two-sample test
• Invariant tests for multivariate normality: a critical review
• A test for the two-sample problem based on empirical characteristic functions

Cited by

• Specification Tests for the Error--Law in Vector Multiplicative Errors Models
• Optimal-Transport Based Multivariate Goodness-of-Fit Tests