On statistical transform methods and their efficiency
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approximate Bahadur efficiencyasymptotic efficiencyCramer-Rao boundempirical characteristic functionsempirical processesempirical transform functionsFisher informationgeneralized moment proceduresHilbert spacesk-L-methodmaximum likelihoodmoment generating functionsnew inference proceduresPitman efficiency
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- scientific article; zbMATH DE number 3940457
Cites work
- A condition under which the Pitman and Bahadur approaches to efficiency coincide
- A goodness-of-fit test of simple hypotheses based on the empirical characteristic function
- A test for normality based on the empirical characteristic function
- A TEST OF GOODNESS OF FIT FOR SYMMETRIC RANDOM VARIABLES1
- A weak convergence theorem for the empirical characteristic function
- An Approach to Time Series Analysis
- Estimating Mixtures of Normal Distributions and Switching Regressions
- High-Efficiency Estimation for the Positive Stable Laws
- scientific article; zbMATH DE number 3923871 (Why is no real title available?)
- scientific article; zbMATH DE number 3711181 (Why is no real title available?)
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- Limit behaviour of the empirical characteristic function
- On efficiency and optimality of quadratic tests
- On Estimation of a Probability Density Function and Mode
- On Some Fourier Methods for Inference
- Regression-Type Estimation of the Parameters of Stable Laws
- Representation of Certain Covariance Matrices with Application to Asymptotic Efficiency
- Stochastic Comparison of Tests
- The empirical characteristic function and its applications
- The integrated squared error estimation of parameters
- The studentized empirical characteristic function and its application to test for the shape of distribution
- Weak convergence of the empirical characteristic function
Cited in
(30)- Estimating the noise parameters from observations of a linear process with stable innovations
- Inference procedures for stable-Paretian stochastic volatility models
- Normality testing for a long-memory sequence using the empirical moment generating function
- Kernel-transformed empirical processes
- Minimum distance estimators for count data based on the probability generating function with applications
- Transform martingale estimating functions
- Two-sample tests based on empirical Hankel transforms
- Ergodic theorems for extended real-valued random variables
- Probability generating function based Jeffrey's divergence for statistical inference
- The credibility premiums based on estimated moment-generating function
- Regression with an infinite number of observations applied to estimating the parameters of the stable distribution using the empirical characteristic function
- Minimum-distance methods based on quadratic distances for transforms
- scientific article; zbMATH DE number 1264236 (Why is no real title available?)
- Empirical Transform Estimation for Indexed Stochastic Models
- Influence for empirical transforms
- The role of probability generating functions for estimation in incompletely observed random walks
- Estimating parameters for discrete distributions via the empirical probability generating function
- On estimating the marginal distribution of a detrended series with long memory
- Some applications of S. M. Joshi transform in statistics
- A note on using the empirical moment generating function to estimate the variance of nonparametric trend estimates from independent time series replicates
- Wavelet-based estimation for multivariate stable laws
- Theory of the cloud transform for applications
- Inference for the generalized normal Laplace distribution
- Inference for the positive stable laws based on a special quadratic distance
- On inference from Markov chain macro-data using transforms
- Inference based on adaptive grid selection of probability transforms
- Statistical methods of estimation and testing of hypotheses. Transl. from the Russian
- Empirical probability generating function. An overview
- Wavelet-based estimation for univariate stable laws
- Methods of characteristic functions in problems of statistical estimation by censored samples
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