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