A numerical inversion of the bivariate characteristic function

DOI10.1016/J.AMC.2022.127807MaRDI QIDQ2700435zbMATH OpenOpenAlexFDO

Authors Andjela Mijanović, B. V. Popović, Viktor Witkovský

Publication date 21 April 2023

Published in Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.amc.2022.127807

zbMATH Keywords

numerical inversionMatlabbivariate characteristic functionbivariate logistic distribution

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Measures of association (correlation, canonical correlation, etc.) (62H20) Probabilistic models, generic numerical methods in probability and statistics (65C20) Numerical interpolation (65D05)

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Cites work

• scientific article; zbMATH DE number 53363 (Why is no real title available?)
• scientific article; zbMATH DE number 2062406 (Why is no real title available?)
• scientific article; zbMATH DE number 2063761 (Why is no real title available?)
• scientific article; zbMATH DE number 3196591 (Why is no real title available?)
• Note on the inversion theorem
• Numerical integration rules for multivariate inversions
• Numerical inversion of a characteristic function
• On the computer generation of random variables with a given characteristic function
• On the use of bivariate Mellin transform in bivariate random scaling and some applications
• The Characteristic Function of a Conditional Statistic
• The Fourier-series method for inverting transforms of probability distributions
• Universal methods for generating random variables with a given characteristic function

Cited in

(2)

• Novel computational approaches for ratio distributions with an application to Hake's ratio in effect size measurement
• The numerical inversion of the characteristic equation with applications to positive quadratic forms in normal variables

Describes a project that uses

Uses Software

• CharFunTool
• Matlab

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