6 papers
Eigenvalues approximation of integral covariance operators with applications to weighted statistics
Bruno Ebner, María Dolores Jiménez-Gamero, Bojana Milošević
Finding the eigenvalues connected to the covariance operator of a centred Hilbert-space valued Gaussian process is genuinely considered a hard problem in several mathematical disci…
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…
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…
A test for Gaussianity in Hilbert spaces via the empirical characteristic functional
Norbert Henze, M. Dolores Jiménez--Gamero
Let be independent and identically distributed random elements taking values in a separable Hilbert space . With applications for functional data in m…
A model specification test for the variance function in nonparametric regression
Juan Carlos Pardo-Fernandez, M. Dolores Jimenez-Gamero
The problem of testing for the parametric form of the conditional variance is considered in a fully nonparametric regression model. A test statistic based on a weighted -dista…
A new class of tests for multinormality with i.i.d. and Garch data based on the empirical moment generating function
Norbert Henze, María Dolores Jiménez-Gamero
We generalize a recent class of tests for univariate normality that are based on the empirical moment generating function to the multivariate setting, thus obtaining a class of aff…