A Goodness-Of-Fit Test Based on the Empirical Characteristic Function When Parameters Must be Estimated
将Koutrouvelis提出的基于经验特征函数的拟合优度检验扩展到参数必须估计的情形，证明检验统计量渐近服从卡方分布，自由度随估计参数数量减少。
SUMMARY The goodness-of-fit test using the empirical characteristic function proposed by Koutrouvelis (1980) is extended to the case where parameters must be estimated. The proposed test statistic is shown to have an asymptotic chi-squared distribution with degrees of freedom reduced by the number of parameters estimated.