20 citations · 33 across the 17 of their papers we have counts for
3 papers · 2 filters
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…
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…