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math.ST2026
Optimal Transport-Based Multivariate Goodness-of-Fit Tests
ZdenÄk 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…
math.ST2024
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…