20 citations · 33 across the 17 of their papers we have counts for
9 papers · 1 filter
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…
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…
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.…
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.…
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…
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…
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…