S3RI Seminar - "Goodness-of-fit tests based on the characteristic function", Dr Maria Dolores Jiménez-Gamero (University of Seville) Seminar
For more information regarding this seminar, please email Dr Helen Ogden at H.E.Ogden@southampton.ac.uk .
Event details
A classical problem in Statistics is that of checking if the law of the data belongs to a certain parametric family of distributions (the null hypothesis), which is usually called the goodness-of-fit (GoF) problem. A usual strategy to test GoF consists in comparing a nonparametric estimator of a function characterizing the data distribution to a parametric estimator of such function, constructed by assuming that the null hypothesis is true. A common choice for that function is the distribution function, although other choices are possible. In this talk, we review GoF tests based on the characteristic function, putting special emphasis on testing normality.
Speaker information
Dr María Dolores Jiménez Gamero , University of Seville. María Dolores Jiménez Gamero holds a degree in Mathematics (1989) and a PhD in Mathematics (1994) both from University of Seville. She is currently an Associate Professor at the Department of Statistics and Operational Research of the University of Seville. Her research interest is focused on Statistical Inference. Specifically, her research activity is centered on consistency of bootstrap estimators, inferences based on phi-divergences, inferences based on the empirical characteristic function, inferences based on the empirical probability generating function, goodness-of-fit, influence analysis and sampling from finite populations. She is also interested on fuzzy analysis. She is author of about 60 scientific papers published on international peer-reviewed journals with about 34 co-authors from seven different countries. She has been reviewer in numerous peer-reviewed journals.