Asymptotic properties of nonparametric estimators of the characteristic function

DOI10.1007/BF01091441MaRDI QIDQ1072304zbMATH OpenOpenAlexFDO

Authors Yu. A. Koshevnik

Publication date 1986

Published in Journal of Soviet Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf01091441

zbMATH Keywords

empirical characteristic functionestimation of characteristic functionsGaussian random functionlocally uniform convergenceweak convergence

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Asymptotic distribution theory in statistics (62E20) Nonparametric estimation (62G05)

Review text

Translation from Zap. Nauchn. Semin. Leningr. Otd. Mat. Inst. Steklova 136, 97-112 (Russian) (1984; Zbl 0554.62033).

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Cites work

• scientific article; zbMATH DE number 3504209 (Why is no real title available?)
• Limit behaviour of the empirical characteristic function
• Multivariate empirical characteristic functions

Cited in

(6)

• Asymptotic properties of nonparametric curve estimates
• Twisting adjoint module algebras
• On -characteristic functions and applications to asymptotic statistical inference
• A Poincaré–Birkhoff–Witt theorem for generalized Lie color algebras
• Nonparametric two-sample estimation of location and scale parameters from empirical characteristic functions
• Nonparametric probability weighted empirical characteristic function and applications

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