Comments: A review of testing procedures based on the empirical characteristic function

摘要

The paper nicely reviews testing procedures based on the empirical characteristic function. The discussion touches univariate and multivariate tests, the cases of i.i.d. and dependent observations; the two and k-sample problem. Various technicalities, such as the choice of weights and convergence under the null and under local alternatives are also discussed. In the review several different sources are connected and unfolded in an illuminating way.