The empirical characteristic function and large sample hypothesis testing

John Kellermeier

Journal of Multivariate Analysis, 1980, vol. 10, issue 1, 78-87

Abstract: The empirical characteristic function is considered as a tool for large sample testing of a hypothesis that can be characterized in terms of the characteristic function. Two test statistics based upon the empirical characteristic function are proposed. The limiting distributions of these test statistics are obtained and methods are suggested for using these limiting distributions to calculate critical regions.

Keywords: Empirical; characteristic; function; limiting; distribution; test; of; hypothesis; Gaussian; process (search for similar items in EconPapers)
Date: 1980
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Citations: View citations in EconPapers (2)

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