5 papers
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…
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…
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…