Comments: a review of testing procedures based on the characteristic function

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Abstract:

First of all, we would like to congratulate the author for writing this interesting and timely review paper on testing procedures based on the empirical characteristic function. The exposition of the ideas and methods is necessarily brief, given the wide scope of the paper. So, we strongly encourage the author to write a monograph on the topic, where main procedures can be developed in detail. Although it is really hard to add something interesting to this review, we would like to comment on three issues. The author provides a very limited discussion on the first, but did not consider the second and third in his paper