Nonparametric probability weighted empirical characteristic function and applications
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Recommendations
- Empirical Characteristic Function Estimation and Its Applications
- scientific article; zbMATH DE number 67539
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Cites work
- scientific article; zbMATH DE number 5323637 (Why is no real title available?)
- scientific article; zbMATH DE number 3820814 (Why is no real title available?)
- scientific article; zbMATH DE number 3913463 (Why is no real title available?)
- scientific article; zbMATH DE number 3301932 (Why is no real title available?)
- A Non‐parametric <scp>ANOVA</scp>‐type Test for Regression Curves Based on Characteristic Functions
- A new look at probability-weighted moments estimators
- A test for the two-sample problem based on empirical characteristic functions
- An affine invariant multiple test procedure for assessing multivariate normality
- Applications of empirical characteristic functions in some multivariate problems
- Change point analysis based on empirical characteristic functions
- Characteristic function-based hypothesis tests under weak dependence
- Characteristic function-based semiparametric inference for skew-symmetric models
- Cramér-von Mises and characteristic function tests for the two and \(k\)-sample problems with dependent data
- Fourier methods for model selection
- Invariant tests for symmetry about an unspecified point based on the empirical characteristic function.
- Nonparametric Monte Carlo tests and their applications.
- On the choice of the smoothing parameter for the BHEP goodness-of-fit test
- On the empirical characteristic function process of the residuals in GARCH models and applications
- Permutation tests for homogeneity based on the empirical characteristic function
- Permutation tests for reflected symmetry
- Selected Topics in Characteristic Functions
- Semi-parametric probability-weighted moments estimation revisited
- Semi-parametric tail inference through probability-weighted moments
- Specification tests for the error distribution in GARCH models
- Testing Symmetry of the Error Distribution in Nonlinear Heteroscedastic Models
- Testing for spherical symmetry via the empirical characteristic function
- Testing for symmetry in multivariate distributions
- Testing procedures based on the empirical characteristic functions II: \(k\)-sample problem, change point problem
- Tests for location-scale families based on the empirical characteristic function
- Tests for the multivariatek-sample problem based on the empirical characteristic function
- The probability weighted characteristic function and goodness-of-fit testing
Cited in
(7)- Goodness-of-fit tests based on the min-characteristic function
- Nonparametric two-sample estimation of location and scale parameters from empirical characteristic functions
- Goodness-of-fit tests for semiparametric and parametric hypotheses based on the probability weighted empirical characteristic function
- Inferential procedures based on the integrated empirical characteristic function
- Transformations to symmetry based on the probability weighted characteristic function.
- Moment-type estimation from grouped samples
- Applications of empirical characteristic functions in some multivariate problems
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