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A general Monte Carlo method for multivariate goodness-of-fit testing applied to elliptical families.
Feifei Chen
M. Dolores Jiménez-Gamero
Simos G. Meintanis
Lixing Zhu
Published in:
Comput. Stat. Data Anal. (2022)
Keyphrases
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goodness of fit
monte carlo method
chi square
markov chain