A TEST OF GOODNESS OF FIT FOR SYMMETRIC RANDOM VARIABLES1

By C. E. Heathcote. 1972

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Bootstrap goodness-of-fit tests with estimated parameters based on empirical transforms (2007, methodology): “The empirical CF is historically the first type of transform employed in testing problems by Heathcote (1972).”
Estimation of affine asset pricing models using the empirical characteristic function (2001, background): “Jiang and Knight [1999] exploit the special structure of this stochastic volatility model to derive the unconditional characteristic function of the vector xt ≡ (rt, rt−1, .”
Recent and classical tests for exponentiality: a partial review with comparisons (2005, methodology): “For goodness-of-fit problems in particular, the methods date back to Heathcote (1972), Koutrouvelis and Kellermeier (1981), S. Csörg}o and Heathcote (1982), S. Csörg}o (1985), and S. Csörg}o and Heathcote (1987).”