Limit behaviour of the empirical characteristic function
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Publication:1149166
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(68)- The weighted characteristic function of the multivariate PIT: independence and goodness-of-fit tests
- Testing distributional assumptions using a continuum of moments
- Adaptive directional estimator of the density in \(\mathbb{R}^d\) for independent and mixing sequences
- Diagnostic procedures for spherically symmetric distributions
- Statistical methods of estimation and testing of hypotheses. Transl. from the Russian
- Laws of large numbers for classes of functions
- A test for the two-sample problem based on empirical characteristic functions
- Multivariate characteristic functions and tail behaviour
- Some results concerning symmetric distributions
- Strong approximations of some biometric estimates under random censorship
- Weak Convergence of the Empirical Characteristic Function
- Application of the empirical characteristic function to compare and estimate densities by pooling information
- On estimating the cumulant generating function of linear processes
- Methods of characteristic functions in problems of statistical estimation by censored samples
- Implementing empirical characteristic function procedures
- Goodness-of-fit tests based on empirical characteristic functions
- On the empirical characteristic function process of the residuals in GARCH models and applications
- Bootstrap goodness-of-fit tests with estimated parameters based on empirical transforms
- Contributions of empirical and quantile processes to the asymptotic theory of goodness-of-fit tests. (With comments)
- Robust scale estimation based on the empirical characteristic function
- On the non-consistency of an estimate of Chiu
- Tests of fit for normal inverse Gaussian distributions
- A note on scale estimates based on the empirical characteristic function and their application to test for normality
- Estimation of quadratic functionals of a density
- Decoupling change-point detection based on characteristic functions: methodology, asymptotics, subsampling and application
- Complex random energy model: zeros and fluctuations
- Testing for linearity
- Detecting independence of random vectors: generalized distance covariance and Gaussian covariance
- Kernel-transformed empirical processes
- Normality testing for a long-memory sequence using the empirical moment generating function
- Asymptotic properties of a dimension-robust quadratic dependence measure
- The change-point problem for dependent observations
- On statistical transform methods and their efficiency
- On the errors involved in computing the empirical characteristic function
- On the estimation of the characteristic function in finite populations with applications
- Nonparametric estimation of the measurement error model using multiple indicators.
- Loi du logarithme it�r� dans C S) et fonction caract�ristique empirique
- Empirical processes indexed by smooth functions
- Estimation and Calibration of Lévy Models via Fourier Methods
- Testing for a class of bivariate exponential distributions
- The weak approximation of the empirical characteristic function process when parameters are estimated
- Characteristic function-based semiparametric inference for skew-symmetric models
- Applications of distance correlation to time series
- Accuracy of the approximation of an empirical process by a Brownian bridge
- Strong approximation of empirical Kac processes
- Multivariate empirical characteristic functions
- Fast tests for the two-sample problem based on the empirical characteristic function
- A multivariate empirical characteristic function test of independence with normal marginals
- Specification tests for the error distribution in GARCH models
- Multivariate functional least squares
- A consistent modification of a test for independence based on the empirical characteristic function
- Testing for spherical symmetry via the empirical characteristic function
- Estimating the logarithm of characteristic function and stability parameter for symmetric stable laws
- Asymptotic properties of nonparametric estimators of the characteristic function
- Kernel estimation of a characteristic function
- Specification tests in mixed effects models
- The performance of univariate goodness-of-fit tests for normality based on the empirical characteristic function in large samples
- Tests for conditional ellipticity in multivariate GARCH models
- On properties of empirical and related random processes
- The complex multinormal distribution, quadratic forms in complex random vectors and an omnibus goodness-of-fit test for the complex normal distribution
- The first zero of an empirical characteristic function
- A homogeneity test for bivariate random variables
- An omnibus test for the two-sample problem using the empirical characteristic function
- Two-component mixtures with independent coordinates as conditional mixtures: nonparametric identification and estimation
- A bootstrap algorithm for the two-sample problem using trigonometric Hermite spline interpolation
- Komlós-Major-Tusnády approximation for the general empirical process and Haar expansions of classes of functions
- Comparison of estimators in stable models.
- Approximations for weighted bootstrap processes with an application
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