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Artículo
A class of goodness-of-fit tests for circular distributions based on trigonometric moments
(Statistical Institute of Catalonia, 2019)
We propose a class of goodness–of–fit test procedures for arbitrary parametric families of circular distributions with unknown parameters. The tests make use of the specific form of the characteristic function of the ...
Artículo
Characterizations of multinormality and corresponding tests of fit, including for Garch models
(Cornell University, 2018-05-22)
We provide novel characterizations of multivariate normality that incorporate both the characteristic function and the moment generating function, and we employ these results to construct a class of affine invariant, ...