Implementing empirical characteristic function procedures

DOI10.1016/0167-7152(86)90019-2zbMath0585.62077OpenAlexW2023603154MaRDI QIDQ1070706

A. H. Welsh

Publication date: 1986

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(86)90019-2

zbMATH Keywords

characteristic functionsempirical characteristic functionestimating the first positive zero of the real part offinite sample and asymptotic problems

Mathematics Subject Classification ID

Nonparametric estimation (62G05)

Related Items (6)

Some sampling properties of empirical characteristic functions viewed as harmonizable stochastic processes ⋮ The first zero of an empirical characteristic function ⋮ Asymptotics, finite-sample comparisons and applications for two-sample tests with functional data ⋮ On optimal uniform deconvolution ⋮ On decaying rate of quantum states ⋮ A simple test of completeness in a class of nonparametric specification

Cites Work

• Unnamed Item
• Unnamed Item
• A note on scale estimates based on the empirical characteristic function and their application to test for normality
• Testing for independence by the empirical characteristic function
• Limit behaviour of the empirical characteristic function
• Weak convergence of the empirical characteristic function
• The empirical characteristic function and its applications
• Testing for linearity
• The robust estimation of autoregressive processes by functional least squares
• On the estimation of slope and the identification of outliers in linear regression
• Some results concerning symmetric distributions

This page was built for publication: Implementing empirical characteristic function procedures