Implementing empirical characteristic function procedures

DOI10.1016/0167-7152(86)90019-2MaRDI QIDQ1070706zbMATH OpenOpenAlexFDO

Authors Alan 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)

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Cites work

• scientific article; zbMATH DE number 3833123 (Why is no real title available?)
• scientific article; zbMATH DE number 4028638 (Why is no real title available?)
• A note on scale estimates based on the empirical characteristic function and their application to test for normality
• Limit behaviour of the empirical characteristic function
• On the estimation of slope and the identification of outliers in linear regression
• Some results concerning symmetric distributions
• Testing for independence by the empirical characteristic function
• Testing for linearity
• The empirical characteristic function and its applications
• The robust estimation of autoregressive processes by functional least squares
• Weak convergence of the empirical characteristic function

Cited in

(11)

• scientific article; zbMATH DE number 3842989 (Why is no real title available?)
• Applications of empirical characteristic functions in some multivariate problems
• On decaying rate of quantum states
• Asymptotics, finite-sample comparisons and applications for two-sample tests with functional data
• The first zero of an empirical characteristic function
• Some sampling properties of empirical characteristic functions viewed as harmonizable stochastic processes
• Empirical Characteristic Function Estimation and Its Applications
• Estimating the first zero of a characteristic function.
• On optimal uniform deconvolution
• A simple test of completeness in a class of nonparametric specification
• Simulation of Estimates Using the Empirical Characteristic Function

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