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The weighted characteristic function of the multivariate PIT: Independence and goodness-of-fit tests.

Jean-François QuessySamuel Lemaire-Paquette
Published in: J. Multivar. Anal. (2024)
Keyphrases
  • goodness of fit
  • null hypothesis
  • chi square
  • statistical tests
  • cross entropy
  • confidence intervals
  • kl divergence