Goodness-of-fit tests for multivariate skewed distributions based on the characteristic function

2023/07/07 by Maicon J. Karling, Marc G. Genton, Simos G. Meintanis · 2 citations
Economics, Econometrics and Finance · Mathematics · #Financial Risk and Volatility Modeling #Statistical Distribution Estimation and Applications #Statistical Methods and Bayesian Inference

paper · doi:10.1007/s11222-023-10260-0

openalex publication_date 2023/07/07 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/23

Citations

• Goodness-of-fit tests for multivariate stable distributions based on the empirical characteristic function
• Fast goodness-of-fit tests based on the characteristic function
• Sinh-arcsinh distributions
• Invariant tests for multivariate normality: a critical review
• A Simplex Method for Function Minimization

Cited by

• Optimal-Transport Based Multivariate Goodness-of-Fit Tests
• Clustering data with values missing at random using scale mixtures of multivariate skew-normal distributions