20 citations · 33 across the 17 of their papers we have counts for
21 papers
Specification Tests for the Error--Law in Vector Multiplicative Errors Models
Šárka Hudecová, Simos G. Meintanis
We suggest specification tests for the error distribution in vector multiplicative error models (vMEM). The test statistic is formulated as a weighted integrated distance between t…
Optimal Transport-Based Multivariate Goodness-of-Fit Tests
Zdeněk Hlávka, Šárka Hudecová, Simos G. Meintanis
Characteristic function-based goodness-of-fit tests are suggested for multivariate distributions. The test statistics, which are straightforward to compute, are defined as two-samp…
Consistent Distribution Free Affine Invariant Tests for the Validity of Independent Component Models
Marc Hallin, Simos G. Meintanis, Klaus Nordhausen
We propose a family of tests of the validity of the assumptions underlying independent component analysis methods. The tests are formulated as L2-type procedures based on character…
Specification procedures for multivariate stable-Paretian laws for independent and for conditionally heteroskedastic data
Simos G. Meintanis, John P. Nolan, Charl Pretorius
We consider goodness-of-fit methods for multivariate symmetric and asymmetric stable Paretian random vectors in arbitrary dimension. The methods are based on the empirical characte…
Goodness--of--Fit Tests Based on the Min--Characteristic Function
S. G. Meintanis, B. Milošević, M. D. Jiménez-Gamero
We propose tests of fit for classes of distributions that include the Weibull, the Pareto and the Fréchet, distributions. The new tests employ the novel tool of the min--characteri…
Specifications tests for count time series models with covariates
Šárka Hudecová, Marie Hušková, Simos G. Meintanis
We propose a goodness-of-fit test for a class of count time series models with covariates which includes the Poisson autoregressive model with covariates (PARX) as a special case.…
Mle-equivariance, data transformations and invariant tests of fit
Muneya Matsui, Simos Meintanis
We define data transformations that leave certain classes of distributions invariant, while acting in a specific manner upon the parameters of the said distributions. It is shown t…
A unified approach to goodness-of-fit testing for spherical and hyperspherical data
Bruno Ebner, Norbert Henze, Simos Meintanis
We propose a general and relatively simple method for the construction of goodness-of-fit tests on the sphere and the hypersphere. The method is based on the characterization of pr…
Goodness-of-fit tests for multivariate skewed distributions based on the characteristic function
Maicon J. Karling, Marc G. Genton, Simos G. Meintanis
We employ a general Monte Carlo method to test composite hypotheses of goodness-of-fit for several popular multivariate models that can accommodate both asymmetry and heavy tails.…
Specification tests for normal/gamma and stable/gamma stochastic frontier models based on empirical transforms
Christos K. Papadimitriou, Simos G. Meintanis, Bernardo B. Andrade +1
Goodness--of--fit tests for the distribution of the composed error term in a Stochastic Frontier Model (SFM) are suggested. The focus is on the case of a normal/gamma SFM and the h…
A general Monte Carlo method for multivariate goodness-of-fit testing applied to elliptical families
Feifei Chen, M. Dolores Jiménez-Gamero, Simos Meintanis +1
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…
Goodness-of-fit tests for stochastic frontier models based on the characteristic function
Simos G. Meintanis, Christos K. Papadimitriou
We consider goodness-of-fit tests for the distribution of the composed error in Stochastic Frontier Models. The proposed test statistic utilizes the characteristic function of the…
Bahadur efficiency for certain goodness--of--fit tests based on the empirical characteristic function
Simos G. Meintanis, Bojana Milošević, Marko Obradović
We study the Bahadur efficiency of several weighted L2--type goodness--of--fit tests based on the empirical characteristic function. The methods considered are for normality and ex…
Testing semiparametric model-equivalence hypotheses based on the characteristic function
Feifei Chen, Simos G. Meintanis, Lixing Zhu
We propose three test criteria each of which is appropriate for testing, respectively, the equivalence hypotheses of symmetry, of homogeneity, and of independence, with multivariat…
Nonparametric tests of independence for circular data based on trigonometric moments
Eduardo García-Portugués, Pierre Lafaye de Micheaux, Simos G. Meintanis +1
We introduce nonparametric tests of independence for bivariate circular data based on trigonometric moments. Our contributions lie in (i) proposing nonparametric tests that are loc…
Tests for circular symmetry of complex-valued random vectors
Norbert Henze, Pierre Lafaye de Micheaux, Simos G. Meintanis
We propose tests for the null hypothesis that the law of a complex-valued random vector is circularly symmetric. The test criteria are formulated as -type criteria based on em…
Fourier-type monitoring procedures for strict stationarity
Sangyeol Lee, Simos G. Meintanis, Charl Pretorius
We consider model-free monitoring procedures for strict stationarity of a given time series. The new criteria are formulated as L2-type statistics incorporating the empirical chara…
Tests for validity of the semiparametric heteroskedastic transformation model
Marie Hušková, Simos G. Meintanis, Charl Pretorius
There exist a number of tests for assessing the nonparametric heteroscedastic location-scale assumption. Here we consider a goodness-of-fit test for the more general hypothesis of…
Characterizations of multinormality and corresponding tests of fit, including for Garch models
Norbert Henze, María Dolores Jiménez-Gamero, Simos G. Meintanis
We provide novel characterizations of multivariate normality that incorporate both the characteristic function and the moment generating function, and we employ these results to co…
Tests for Time Series of Counts Based on the Probability Generating Function
Šárka Hudecová, Marie Hušková, Simos G. Meintanis
We propose testing procedures for the hypothesis that a given set of discrete observations may be formulated as a particular time series of counts with a specific conditional law.…
Data Transformations and Goodness-of-Fit Tests for Type-II Right Censored Samples
Christian Goldmann, Bernhard Klar, Simos G. Meintanis
We suggest several goodness-of-fit methods which are appropriate with Type-II right censored data. Our strategy is to transform the original observations from a censored sample int…