On the errors involved in computing the empirical characteristic function

DOI10.1080/00949658308810650MaRDI QIDQ4743687zbMATH OpenOpenAlexFDO

Authors M. C. Jones, H. W. Lotwick

Publication date 1983

Published in Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00949658308810650

zbMATH Keywords

kernel density estimationfast Fourier transformempirical characteristic functiondiscretisation errors

Mathematics Subject Classification ID

Probabilistic methods, stochastic differential equations (65C99) Characterization and structure theory of statistical distributions (62E10) Fourier and Fourier-Stieltjes transforms and other transforms of Fourier type (42A38) Numerical methods for integral transforms (65R10)

Cites work

• scientific article; zbMATH DE number 3584892 (Why is no real title available?)
• scientific article; zbMATH DE number 3386718 (Why is no real title available?)
• A Review of Some Non-parametric Methods of Density Estimation
• A TEST OF GOODNESS OF FIT FOR SYMMETRIC RANDOM VARIABLES¹
• Algorithm AS 176: Kernel Density Estimation Using the Fast Fourier Transform
• Limit behaviour of the empirical characteristic function
• The empirical characteristic function and its applications

Cited in

(8)

• Projection pursuit discriminant analysis for two groups
• Accuracy of binned kernel functional approximations
• On density estimation with superkernels
• Fast and accurate computation for kernel estimators
• On bin–based density estimation
• A note on the frequency polygon based on the weighted sums of binned data
• On characteristic function-based bootstrap tests
• Measuring the stability of histogram appearance when the anchor position is changed

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