Title: A general Monte Carlo method for goodness-of-fit testing of random vectors
Authors: Feifei Chen - Beijing Normal University (China) [presenting]
Maria Dolores Jimenez-Gamero - Universidad de Sevilla (Spain)
Simos Meintanis - University of Athens (Greece)
Lixing Zhu - Hong Kong Baptist University (Hong Kong)
Abstract: A general and relatively simple method for the construction of goodness-of-fit tests for multivariate distributions is proposed. The method is based on the characterization of probability distributions via their characteristic function. It leads to test criteria that are convenient from the application point of view and consistent against arbitrary deviations from the model under test.