1981•Journal of the Royal Statistical Society Series B (Statistical Methodology)Requires access
A Goodness-Of-Fit Test Based on the Empirical Characteristic Function When Parameters Must be Estimated
Ioannis A. Koutrouvelis, John Kellermeier
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Abstract
SUMMARY The goodness-of-fit test using the empirical characteristic function proposed by Koutrouvelis (1980) is extended to the case where parameters must be estimated. The proposed test statistic is shown to have an asymptotic chi-squared distribution with degrees of freedom reduced by the number of parameters estimated.