Simos G. Meintanis

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All published works

Action	Title	Year	Authors
+ PDF Chat	Consistent Distribution Free Affine Invariant Tests for the Validity of Independent Component Models	2024	Marc Hallin Simos G. Meintanis Klaus Nordhausen
+ PDF Chat	A unified approach to goodness-of-fit testing for spherical and hyperspherical data	2024	Bruno Ebner Norbert Henze Simos G. Meintanis
+ PDF Chat	Goodness‐of‐fit tests for the multivariate Student‐<i>t</i> distribution based on i.i.d. data, and for GARCH observations	2023	Simos G. Meintanis Bojana Milošević M Obradović Mirjana Veljović
+ PDF Chat	Goodness-of-fit tests for multivariate skewed distributions based on the characteristic function	2023	Maicon J. Karling Marc G. Genton Simos G. Meintanis
+ PDF Chat	Bahadur efficiency for certain goodness-of-fit tests based on the empirical characteristic function	2022	Simos G. Meintanis Bojana Milošević M Obradović
+	Goodness-of-Fit Procedures for Compound Distributions with an Application to Insurance	2022	Pierre-Olivier Goffard S. Rao Jammalamadaka Simos G. Meintanis
+ PDF Chat	A general Monte Carlo method for multivariate goodness–of–fit testing applied to elliptical families	2022	Feifei Chen M.D. Jiménez–Gamero Simos G. Meintanis Li Zhu
+	Specification tests for normal/gamma and stable/gamma stochastic frontier models based on empirical transforms	2022	Christos K. Papadimitriou Simos G. Meintanis Efthymios G. Tsionas
+ PDF Chat	Monitoring procedures for strict stationarity based on the multivariate characteristic function	2021	Sangyeol Lee Simos G. Meintanis Charl Pretorius
+ PDF Chat	Tests for circular symmetry of complex-valued random vectors	2021	Norbert Henze Pierre Lafaye de Micheaux Simos G. Meintanis
+ PDF Chat	4th Workshop on Goodness‐of‐Fit, Change‐Point, and Related Problems, Trento, 2019	2021	Natalie Neumeyer Miguel A. Delgado Lajos Horváth Simos G. Meintanis Emanuele Taufer Li Zhu
+	Tests of Fit for Wrapped Stable Distributions Based on the Characteristic Function	2021	Simos G. Meintanis S. Rao Jammalamadaka Qianyu Jin
+	Nonparametric tests of independence for circular data based on trigonometric moments	2021	Eduardo García–Portugués Pierre Lafaye de Micheaux Simos G. Meintanis Thomas Verdebout
+	Comments on: Tests for multivariate normality—a critical review with emphasis on weighted $$L^2$$-statistics	2020	Simos G. Meintanis
+	Tests for circular symmetry of complex-valued random vectors	2020	Norbert Henze Pierre Lafaye de Micheaux Simos G. Meintanis
+	Testing serial independence with functional data	2020	Zdeněk Hlávka Marie Hušková Simos G. Meintanis
+ PDF Chat	On Sobolev tests of uniformity on the circle with an extension to the sphere	2020	S. Rao Jammalamadaka Simos G. Meintanis Thomas Verdebout
+	Tests for Independence Involving Spherical Data	2020	Pierre Lafaye de Micheaux Simos G. Meintanis Thomas Verdebout
+	Tests for circular symmetry of complex-valued random vectors	2020	Norbert Henze Pierre Lafaye de Micheaux Simos G. Meintanis
+	Fourier-type monitoring procedures for strict stationarity	2019	Sangyeol Lee Simos G. Meintanis Charl Pretorius
+ PDF Chat	Fourier-type monitoring procedures for strict stationarity	2019	Sangyeol Lee Simos G. Meintanis Charl Pretorius
+ PDF Chat	Goodness-of-fit tests for compound distributions with applications in insurance	2019	Pierre-Olivier Goffard S. Rao Jammalamadaka Simos G. Meintanis
+	On some characterizations and multidimensional criteria for testing homogeneity, symmetry and independence	2019	Feifei Chen Simos G. Meintanis Li Zhu
+	A class of goodness-of-fit tests for circular distributions based on trigonometric moments	2019	S. Rao Jammalamadaka Simos G. Meintanis M.D. Jiménez–Gamero
+	Inferential procedures based on the integrated empirical characteristic function	2018	Sangyeol Lee Simos G. Meintanis Minyoung Jo
+ PDF Chat	CHARACTERIZATIONS OF MULTINORMALITY AND CORRESPONDING TESTS OF FIT, INCLUDING FOR GARCH MODELS	2018	Norbert Henze M.D. Jiménez–Gamero Simos G. Meintanis
+ PDF Chat	Fourier-Type Monitoring Procedures for Strict Stationarity	2018	SangKeun Lee Simos G. Meintanis Charl Pretorius
+	Goodness-of-fit tests in conditional duration models	2017	Simos G. Meintanis Bojana Milošević M Obradović
+	Characterizations of multinormality and corresponding tests of fit, including for Garch models	2017	Norbert Henze M.D. Jiménez–Gamero Simos G. Meintanis
+ PDF Chat	Self-consistency-based tests for bivariate distributions	2017	Jochen Einbeck Simos G. Meintanis
+	Fourier methods for analyzing piecewise constant volatilities	2017	Max Wornowizki Roland Fried Simos G. Meintanis
+	Change Point Detection with Multivariate Observations Based on Characteristic Functions	2017	Zdeněk Hlávka Marie Hušková Simos G. Meintanis
+	Characterizations of multinormality and corresponding tests of fit, including for Garch models	2017	Norbert Henze M.D. Jiménez–Gamero Simos G. Meintanis
+	Tests for conditional ellipticity in multivariate GARCH models	2016	Christian Francq M.D. Jiménez–Gamero Simos G. Meintanis
+ PDF Chat	A review of testing procedures based on the empirical characteristic function	2016	Simos G. Meintanis
+ PDF Chat	Transformations to symmetry based on the probability weighted characteristic function	2015	Simos G. Meintanis Gilles Stupfler
+	Detection of Changes in INAR Models	2015	Šárka Hudecová Marie Hušková Simos G. Meintanis
+	Fourier–type tests involving martingale difference processes	2014	Zdeněk Hlávka Marie Hušková Claudia Kirch Simos G. Meintanis
+	Approximately Distribution-Free Diagnostic Tests for Regressions With Survival Data	2014	Simos G. Meintanis Efthymios G. Tsionas
+ PDF Chat	Data transformations and goodness-of-fit tests for type-II right censored samples	2014	Christian Goldmann Bernhard Klar Simos G. Meintanis
+	Data Transformations and Goodness-of-Fit Tests for Type-II Right Censored Samples	2013	Christian Goldmann Bernhard Klar Simos G. Meintanis
+	Testing for spherical symmetry via the empirical characteristic function	2013	Norbert Henze Zdeněk Hlávka Simos G. Meintanis
+	The probability weighted characteristic function and goodness-of-fit testing	2013	Simos G. Meintanis Jan Swanepoel James Allison
+ PDF Chat	Comments on: An updated review of Goodness-of-Fit tests for regression models	2013	Simos G. Meintanis
+ PDF Chat	Validation tests for semi-parametric models	2013	Simos G. Meintanis Jochen Einbeck
+ PDF Chat	Specification Tests for the Poisson Distribution with a Stochastic Parameter	2011	Simos G. Meintanis
+	Monitoring changes in the error distribution of autoregressive models based on Fourier methods	2011	Zdeněk Hlávka Marie Hušková Claudia Kirch Simos G. Meintanis
+	Specification tests in mixed effects models	2011	Simos G. Meintanis Stephen Portnoy
+	Goodness-of-fit tests for multivariate Laplace distributions	2010	K Fragiadakis Simos G. Meintanis
+	Fourier Methods for Sequential Change Point Analysis in Autoregressive Models	2010	Marie Hušková Claudia Kirch Simos G. Meintanis
+	Goodness-of-fit testing by transforming to normality: comparison between classical and characteristic function-based methods	2008	Simos G. Meintanis
+	Testing exponentiality against a class of alternatives which includes the RNBUE distributions based on the empirical laplace transform	2007	Simos G. Meintanis Ya. Yu. Nikitin A. V. Tchirina
+	Fourier methods for testing multivariate independence	2007	Simos G. Meintanis George Iliopoulos
+	Data-Transformation and Test of Fit for the Generalized Pareto Hypothesis	2007	Simos G. Meintanis Yiannis Bassiakos
+	Estimation for Strictly Positive Stable Laws	2007	Simos G. Meintanis
+	Change-Point Analysis Based on Empirical Characteristic Functions of Ranks	2006	Marie Hušková Simos G. Meintanis
+	Permutation tests for homogeneity based on the empirical characteristic function	2005	Simos G. Meintanis
+	TESTING THE FIT TO GENERALIZED POISSON DISTRIBUTIONS BASED ON AN EMPIRICAL TRANSFORM	2001	Simos G. Meintanis Ioannis A. Koutrouvelis

Common Coauthors

Coauthor	Papers Together
Norbert Henze	8
Marie Hušková	7
M.D. Jiménez–Gamero	6
Zdeněk Hlávka	5
Pierre Lafaye de Micheaux	5
S. Rao Jammalamadaka	5
Charl Pretorius	4
Sangyeol Lee	4
M Obradović	3
Claudia Kirch	3
Bojana Milošević	3
Li Zhu	3
Thomas Verdebout	3
Pierre-Olivier Goffard	2
Jochen Einbeck	2
Efthymios G. Tsionas	2
Christian Goldmann	2
Bernhard Klar	2
Gilles Stupfler	1
Klaus Nordhausen	1
Stephen Portnoy	1
Max Wornowizki	1
Emanuele Taufer	1
Christos K. Papadimitriou	1
Feifei Chen	1
Feifei Chen	1
Miguel A. Delgado	1
Lajos Horváth	1
SangKeun Lee	1
Mirjana Veljović	1
James Allison	1
K Fragiadakis	1
Natalie Neumeyer	1
Roland Fried	1
Jan Swanepoel	1
George Iliopoulos	1
Šárka Hudecová	1
Maicon J. Karling	1
Marc Hallin	1
A. V. Tchirina	1
Yiannis C. Bassiakos	1
Marc G. Genton	1
Minyoung Jo	1
Eduardo García–Portugués	1
Qianyu Jin	1
Bruno Ebner	1
Christian Francq	1
Ya. Yu. Nikitin	1
Ioannis A. Koutrouvelis	1

Commonly Cited References

Action	Title	Year	Authors	# of times referenced
+ PDF Chat	On the choice of the smoothing parameter for the BHEP goodness-of-fit test	2008	Carlos Tenreiro	19
+ PDF Chat	A WARP-SPEED METHOD FOR CONDUCTING MONTE CARLO EXPERIMENTS INVOLVING BOOTSTRAP ESTIMATORS	2013	Raffaella Giacomini Dimitris N. Politis Halbert White	13
+	A New Approach to the BHEP Tests for Multivariate Normality	1997	Norbert Henze Thorsten Wagner	11
+	Tests for location-scale families based on the empirical characteristic function	2005	T. W. Epps	10
+ PDF Chat	Bootstrap goodness-of-fit tests with estimated parameters based on empirical transforms	2007	Simos G. Meintanis Jan Swanepoel	10
+	A test for normality based on the empirical characteristic function	1983	T. W. Epps Lawrence B. Pulley	9
+	Invariant tests for symmetry about an unspecified point based on the empirical characteristic function	2003	Norbert Henze Bernhard Klar S. G. Meintanis	9
+	Selected Topics in Characteristic Functions	1999	N. G. Ushakov	9
+	On a data-dependent choice of the tuning parameter appearing in certain goodness-of-fit tests	2014	James Allison Leonard Santana	8
+	Limiting behavior of the ICF test for normality under Gram–Charlier alternatives	1999	T. W. Epps	8
+ PDF Chat	A Nonparametric Approach for Multiple Change Point Analysis of Multivariate Data	2013	David S. Matteson Nicholas A. James	7
+	Change Point Analysis based on Empirical Characteristic Functions	2006	Marie Hušková Simos G. Meintanis	7
+ PDF Chat	Convergence of Probability Measures	1999	Patrick Billingsley	7
+	Permutation tests for homogeneity based on the empirical characteristic function	2005	Simos G. Meintanis	7
+	Multivariate elliptically contoured stable distributions: theory and estimation	2013	John P. Nolan	7
+	Monitoring changes in the error distribution of autoregressive models based on Fourier methods	2011	Zdeněk Hlávka Marie Hušková Claudia Kirch Simos G. Meintanis	6
+	Goodness-of-fit tests for multivariate stable distributions based on the empirical characteristic function	2015	Simos G. Meintanis Joseph Ngatchou–Wandji Emanuele Taufer	6
+ PDF Chat	On the automatic selection of the tuning parameter appearing in certain families of goodness-of-fit tests	2019	Carlos Tenreiro	6
+	Invariant tests for multivariate normality: a critical review	2002	Norbert Henze	6
+	Symmetric Multivariate and Related Distributions.	1991	Sanat K. Sarkar Kai-Tai Fang Samuel Kotz Kai-Wang Ng	5
+	Goodness-of-fit tests based on empirical characteristic functions	2009	M.D. Jiménez–Gamero María Virtudes Alba Fernández Joaquín Muñoz García Y. Chalco-Cano	5
+ PDF Chat	Kernels, Degrees of Freedom, and Power Properties of Quadratic Distance Goodness-of-Fit Tests	2013	Bruce G. Lindsay Marianthi Markatou Surajit Ray	5
+ PDF Chat	Multivariate empirical characteristic functions	1981	Sándor Csörgő	5
+ PDF Chat	Global power functions of goodness of fit tests	2000	Arnold Janssen	5
+	Testing for spherical symmetry via the empirical characteristic function	2013	Norbert Henze Zdeněk Hlávka Simos G. Meintanis	5
+ PDF Chat	Measuring and testing dependence by correlation of distances	2007	Gábor J. Székely Maria L. Rizzo Н. К. Бакиров	5
+ PDF Chat	Weak Convergence of the Sequential Empirical Processes of Residuals in ARMA Models	1994	Jushan Bai	5
+	Goodness-of-Fit Tests for Bivariate and Multivariate Skew-Normal Distributions	2010	Simos G. Meintanis Zdeněk Hlávka	5
+	The limit distribution of weighted $$L^2$$ L 2 -goodness-of-fit statistics under fixed alternatives, with applications	2016	Ludwig Baringhaus Bruno Ebner Norbert Henze	5
+ PDF Chat	Fibonacci numbers, Lucas numbers and integrals of certain Gaussian processes	1996	Ludwig Baringhaus	5
+	A test for the two-sample problem based on empirical characteristic functions	2008	María Virtudes Alba Fernández M.D. Jiménez–Gamero Joaquín Muñoz García	5
+	Recent Tests for Symmetry with Multivariate and Structured Data: A Review	2011	Simos G. Meintanis Joseph Ngatchou‐Wandji	5
+	Extreme smoothing and testing for multivariate normality	1997	Norbert Henze	4
+	Tests for the multivariate<i>k</i>-sample problem based on the empirical characteristic function	2008	Marie Hušková Simos G. Meintanis	4
+	Limit theorems in change-point analysis	1997	Miklós Csörgő Lajos Horváth	4
+ PDF Chat	An affine invariant multiple test procedure for assessing multivariate normality	2010	Carlos Tenreiro	4
+	A multivariate empirical characteristic function test of independence with normal marginals	2004	Martin Bilodeau Pierre Lafaye de Micheaux	4
+	STRONG CONSISTENCY OF ESTIMATORS FOR MULTIVARIATE ARCH MODELS	1998	Thierry Jeantheau	4
+ PDF Chat	Asymptotic normality of the quasi-maximum likelihood estimator for multidimensional causal processes	2009	Jean‐Marc Bardet Olivier Wintenberger	4
+	Fourier methods for testing multivariate independence	2007	Simos G. Meintanis George Iliopoulos	4
+	Multivariate generalized Laplace distribution and related random fields	2012	Tomasz J. Kozubowski Krzysztof Podgórski Igor Rychlik	4
+ PDF Chat	Time Series: Theory and Methods	1992	Eric R. Ziegel Peter J. Brockwell Richard A. Davis	4
+ PDF Chat	Goodness-of-fit tests for symmetric stable distributions—Empirical characteristic function approach	2007	Muneya Matsui Akimichi Takemura	4
+	Consistent model specification tests	1982	Herman J. Bierens	4
+	The probability weighted characteristic function and goodness-of-fit testing	2013	Simos G. Meintanis Jan Swanepoel James Allison	4
+	Recent and classical tests for exponentiality: a partial review with comparisons	2005	Norbert Henze Simos G. Meintanis	4
+	Two tests for multivariate normality based on the characteristic function	2007	Miguel A. Arcones	4
+	A consistent modification of a test for independence based on the empirical characteristic function	1998	A. Kankainen N. G. Ushakov	4
+	Maximum entropy test for GARCH models	2014	Ji Yeon Lee Sangyeol Lee Siyun Park	4
+	Omnibus tests for the error distribution in the linear regression model	2007	Marie Hušková Simos G. Meintanis	4