A general Monte Carlo method for multivariate goodness–of–fit testing applied to elliptical families
A general and relatively simple method for construction of multivariate goodness–of–fit tests is introduced. The proposed test is applied to elliptical distributions. The method is based on a characterization of probability distributions via their characteristic function. The consistency and other l...
| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
Elsevier B.V.
2022
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| Subjects: | |
| Online Access: | View Fulltext in Publisher |