On robustness and efficiency of certain statistics involving the empirical characteristic function

DOI10.1007/BF02589586zbMath1446.62084OpenAlexW2010247914MaRDI QIDQ3598353

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Publication date: 3 February 2009

Published in: Journal of the Italian Statistical Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02589586

zbMATH Keywords

characteristic functioninfluence functionasymptotic variance

Mathematics Subject Classification ID

Point estimation (62F10) Robustness and adaptive procedures (parametric inference) (62F35)

Related Items

Monitoring procedures for strict stationarity based on the multivariate characteristic function

Uses Software

• IMSL Numerical Libraries

Cites Work

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• A note on scale estimates based on the empirical characteristic function and their application to test for normality
• Some sampling properties of empirical characteristic functions viewed as harmonizable stochastic processes
• The empirical characteristic function and its applications
• Adaptive estimation of the center of symmetry based on the empirical characteristic function
• A goodness-of-fit test of simple hypotheses based on the empirical characteristic function
• Regression-Type Estimation of the Parameters of Stable Laws
• The studentized empirical characteristic function and its application to test for the shape of distribution
• On the estimation of slope and the identification of outliers in linear regression
• An iterative procedure for the estimation of the parameters of stable laws
• Estimation of location and scale in Cauchy distributions using the empirical characteristic function
• Some results concerning symmetric distributions
• Tests for the Chacteristic Exponent and the Scale Parameter of Symmetric Stable Distributions
• Influence for empirical transforms
• Estimation in Univariate and Multivariate Stable Distributions
• A test for normality based on the empirical characteristic function

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