An empirical goodness-of-fit test for multivariate distributions

By Michael P. McAssey. 2013

47 citations recorded by the source corpus.

Subfields: Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/582cbd100ebae6888df2154b34afdc57469cdd20

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Statistics and Probability

1. Gilles Mordant
2. Johan Segers
3. Marc Hallin
4. Davy Paindaveine
5. Thomas Verdebout
6. Axel Bucher
7. Raphaël Huser
8. Jean-David Fermanian

Citations in the corpus

• Multivariate goodness-of-fit tests based on Wasserstein distance (2020, methodology): “McAssey (2013) proposes a heuristic test that relies on a comparison of the empirical Mahalanobis distance with a simulated one under the null.”