Limit behaviour of the empirical characteristic function
From MaRDI portal
Publication:1149166
DOI10.1214/aop/1176994513zbMath0453.60025OpenAlexW2091311158MaRDI QIDQ1149166
Publication date: 1981
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aop/1176994513
convergence ratesstochastic integralFernique inequalitycontinuity of a Gaussian processempirical characteristic processFernique-Marcus-Shepp theoremStrassen-type log log law
Central limit and other weak theorems (60F05) Probability distributions: general theory (60E05) Strong limit theorems (60F15) Sample path properties (60G17) Nonparametric inference (62G99)
Related Items
Some results concerning symmetric distributions, On the non-consistency of an estimate of Chiu, Bootstrap goodness-of-fit tests with estimated parameters based on empirical transforms, Testing for a class of bivariate exponential distributions, Estimating the logarithm of characteristic function and stability parameter for symmetric stable laws, Robust scale estimation based on the empirical characteristic function, Multivariate functional least squares, Testing for spherical symmetry via the empirical characteristic function, The performance of univariate goodness-of-fit tests for normality based on the empirical characteristic function in large samples, An omnibus test for the two-sample problem using the empirical characteristic function, The change-point problem for dependent observations, Specification tests for the error distribution in GARCH models, Detecting independence of random vectors: generalized distance covariance and Gaussian covariance, Decoupling change-point detection based on characteristic functions: methodology, asymptotics, subsampling and application, Normality testing for a long-memory sequence using the empirical moment generating function, On properties of empirical and related random processes, The weighted characteristic function of the multivariate PIT: independence and goodness-of-fit tests, Two-component mixtures with independent coordinates as conditional mixtures: nonparametric identification and estimation, On the estimation of the characteristic function in finite populations with applications, Applications of distance correlation to time series, Strong approximation of empirical Kac processes, A bootstrap algorithm for the two-sample problem using trigonometric Hermite spline interpolation, Estimation of quadratic functionals of a density, Empirical processes indexed by smooth functions, The first zero of an empirical characteristic function, Complex random energy model: zeros and fluctuations, Testing distributional assumptions using a continuum of moments, Accuracy of the approximation of an empirical process by a Brownian bridge, Fast tests for the two-sample problem based on the empirical characteristic function, The weak approximation of the empirical characteristic function process when parameters are estimated, Tests for conditional ellipticity in multivariate GARCH models, Asymptotic properties of a dimension-robust quadratic dependence measure, Kernel estimation of a characteristic function, Goodness-of-fit tests based on empirical characteristic functions, A homogeneity test for bivariate random variables, Tests of fit for normal inverse Gaussian distributions, Specification tests in mixed effects models, Kernel-transformed empirical processes, Testing for linearity, Application of the empirical characteristic function to compare and estimate densities by pooling information, Weak Convergence of the Empirical Characteristic Function, Estimation and Calibration of Lévy Models via Fourier Methods, Diagnostic Procedures for Spherically Symmetric Distributions, On estimating the cumulant generating function of linear processes, Methods of characteristic functions in problems of statistical estimation by censored samples, The complex multinormal distribution, quadratic forms in complex random vectors and an omnibus goodness-of-fit test for the complex normal distribution, On the empirical characteristic function process of the residuals in GARCH models and applications, Multivariate characteristic functions and tail behaviour, Multivariate empirical characteristic functions, Strong approximations of some biometric estimates under random censorship, Statistical methods of estimation and testing of hypotheses. Transl. from the Russian, Nonparametric estimation of the measurement error model using multiple indicators., A consistent modification of a test for independence based on the empirical characteristic function, A test for the two-sample problem based on empirical characteristic functions, A note on scale estimates based on the empirical characteristic function and their application to test for normality, Approximations for weighted bootstrap processes with an application, Contributions of empirical and quantile processes to the asymptotic theory of goodness-of-fit tests. (With comments), A multivariate empirical characteristic function test of independence with normal marginals, On the errors involved in computing the empirical characteristic function, Characteristic Function-based Semiparametric Inference for Skew-symmetric Models, Comparison of estimators in stable models., On statistical transform methods and their efficiency, Laws of large numbers for classes of functions, Komlós-Major-Tusnády approximation for the general empirical process and Haar expansions of classes of functions, Implementing empirical characteristic function procedures, [https://portal.mardi4nfdi.de/wiki/Publication:3956139 Loi du logarithme it�r� dans C S) et fonction caract�ristique empirique], Asymptotic properties of nonparametric estimators of the characteristic function
