Characterizations of the exponential distribution based on certain properties of its characteristic function. - Simos G. Meintanis; George Iliopoulos (Kybernetika, 2003)

Tests for normal mixtures based on the empirical characteristic function. - Bernhard Klar; Simos G. Meintanis (Comput. Stat. Data Anal., 2005)

Estimation in the three-parameter inverse Gaussian distribution. - Ioannis A. Koutrouvelis; George C. Canavos; Simos G. Meintanis (Comput. Stat. Data Anal., 2005)

Estimation for Strictly Positive Stable Laws. - Simos G. Meintanis (World Congress on Engineering, 2007)

Test for exponentiality against Weibull and gamma decreasing hazard rate alternatives. - Simos G. Meintanis (Kybernetika, 2007)

A new approach of goodness-of-fit testing for exponentiated laws applied to the generalized Rayleigh distribution. - Simos G. Meintanis (Comput. Stat. Data Anal., 2008)

Fourier methods for testing multivariate independence. - Simos G. Meintanis; George Iliopoulos (Comput. Stat. Data Anal., 2008)

Goodness-of-Fit Tests for Parametric Regression Models Based on Empirical Characteristic Functions. - Marie Husková; Simos G. Meintanis (Kybernetika, 2009)

A Class of Tests for Exponentiality Based on a Continuum of Moment Conditions. - Simos G. Meintanis (Kybernetika, 2009)

Fourier Methods for Sequential Change Point Analysis in Autoregressive Models. - Marie Husková; Claudia Kirch; Simos G. Meintanis (COMPSTAT, 2010)

Inference procedures for the Birnbaum-Saunders distribution and its generalizations. - Simos G. Meintanis (Comput. Stat. Data Anal., 2010)

Testing for the generalized normal-Laplace distribution with applications. - Simos G. Meintanis; Efthimios Tsionas (Comput. Stat. Data Anal., 2010)

Tests for independence in non-parametric heteroscedastic regression models. - Zdenek Hlávka; Marie Husková; Simos G. Meintanis (J. Multivar. Anal., 2011)

Goodness-of-fit tests for multivariate Laplace distributions. - Konstantinos Fragiadakis; Simos G. Meintanis (Math. Comput. Model., 2011)

Specification tests for the error distribution in GARCH models. - Bernhard Klar; Franziska Lindner; Simos G. Meintanis (Comput. Stat. Data Anal., 2012)

Erratum to: "Testing for the generalized normal-Laplace distribution with applications" [Computational Statistics and Data Analysis 54 (2010) 3174-3180]. - Simos G. Meintanis; Efthimios Tsionas (Comput. Stat. Data Anal., 2012)

Tests for Symmetric Error Distribution in Linear and Nonparametric Regression Models. - Marie Husková; Simos G. Meintanis (Commun. Stat. Simul. Comput., 2012)

Specification tests for the response distribution in generalized linear models. - Bernhard Klar; Simos G. Meintanis (Comput. Stat., 2012)

Inference procedures for stable-Paretian stochastic volatility models. - Simos G. Meintanis; Emanuele Taufer (Math. Comput. Model., 2012)

Goodness-of-fit tests in semi-linear models. - Simos G. Meintanis; Jochen Einbeck (Stat. Comput., 2012)

Validation tests for the innovation distribution in INAR time series models. - Simos G. Meintanis; Dimitris Karlis (Comput. Stat., 2014)

Transformations to symmetry based on the probability weighted characteristic function. - Simos G. Meintanis; Gilles Stupfler (Kybernetika, 2015)

Goodness-of-fit tests for multivariate stable distributions based on the empirical characteristic function. - Simos G. Meintanis; Joseph Ngatchou-Wandji; Emanuele Taufer (J. Multivar. Anal., 2015)

Bootstrap Procedures for Online Monitoring of Changes in Autoregressive Models. - Zdenek Hlávka; Marie Husková; Claudia Kirch; Simos G. Meintanis (Commun. Stat. Simul. Comput., 2016)

Characteristic function-based inference for GARCH models with heavy-tailed innovations. - Violetta Dalla; Yannis Bassiakos; Simos G. Meintanis (Commun. Stat. Simul. Comput., 2017)

On some characterizations and multidimensional criteria for testing homogeneity, symmetry and independence. - Feifei Chen; Simos G. Meintanis; Lixing Zhu (J. Multivar. Anal., 2019)

Asymptotics, finite-sample comparisons and applications for two-sample tests with functional data. - Qing Jiang; Marie Husková; Simos G. Meintanis; Lixing Zhu (J. Multivar. Anal., 2019)

Tests for validity of the semiparametric heteroskedastic transformation model. - Marie Husková; Simos G. Meintanis; Charl Pretorius (Comput. Stat. Data Anal., 2020)

Goodness-of-fit tests in the Cox proportional hazards model. - Marike Cockeran; Simos G. Meintanis; James S. Allison (Commun. Stat. Simul. Comput., 2021)

Goodness-of-fit testing of survival models in the presence of Type-II right censoring. - Marike Cockeran; Simos G. Meintanis; Leonard Santana; James S. Allison (Comput. Stat., 2021)

A general Monte Carlo method for multivariate goodness-of-fit testing applied to elliptical families. - Feifei Chen; María-Dolores Jiménez-Gamero; Simos G. Meintanis; Lixing Zhu (Comput. Stat. Data Anal., 2022)

Monitoring procedures for strict stationarity based on the multivariate characteristic function. - Sangyeol Lee; Simos G. Meintanis; Charl Pretorius (J. Multivar. Anal., 2022)

Fourier-type tests of mutual independence between functional time series. - Simos G. Meintanis; Marie Husková; Zdenek Hlávka (J. Multivar. Anal., 2022)

Goodness-of-fit tests for multivariate skewed distributions based on the characteristic function. - Maicon J. Karling; Marc G. Genton; Simos G. Meintanis (Stat. Comput., 2023)

Goodness-of-fit tests based on the min-characteristic function. - Simos G. Meintanis; B. Milosevic; María-Dolores Jiménez-Gamero (Comput. Stat. Data Anal., 2024)