Characteristic function-based semiparametric inference for skew-symmetric models
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Publication:2852623
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- scientific article; zbMATH DE number 1215435
Cites work
- scientific article; zbMATH DE number 3930122 (Why is no real title available?)
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- scientific article; zbMATH DE number 3742409 (Why is no real title available?)
- scientific article; zbMATH DE number 2174552 (Why is no real title available?)
- A unified view on skewed distributions arising from selections
- Asymptotic Statistics
- Characteristic functions of scale mixtures of multivariate skew-normal distributions
- Constrained local likelihood estimators for semiparametric skew-normal distributions
- Continuous empirical characteristic function estimation of mixtures of normal parameters
- Distributions Generated by Perturbation of Symmetry with Emphasis on a Multivariate Skewt-Distribution
- Empirical Characteristic Function Estimation and Its Applications
- Flexible Class of Skew-Symmetric Distributions
- Generalization of GMM to a continuum of moment conditions
- Generalized skew-elliptical distributions and their quadratic forms
- Goodness-of-fit tests for symmetric stable distributions-empirical characteristic function approach
- Invariance-based estimating equations for skew-symmetric distributions
- Limit behaviour of the empirical characteristic function
- Locally Efficient Semiparametric Estimators for Generalized Skew-Elliptical Distributions
- Microeconometrics using Stata
- Modeling skew-symmetric distributions using B-spline and penalties
- Robust Likelihood Methods Based on the Skew-t and Related Distributions
- Statistical Applications of the Multivariate Skew Normal Distribution
- The Skew-normal Distribution and Related Multivariate Families*
- Weak convergence of the empirical characteristic function
Cited in
(10)- Modeling skew-symmetric distributions using B-spline and penalties
- Fourier methods for analyzing piecewise constant volatilities
- Optimal reparametrization and large sample likelihood inference for the location-scale skew-normal model
- Series form of the characteristic functions of scale mixtures of multivariate skew-normal distributions
- Nonparametric probability weighted empirical characteristic function and applications
- Invariance-based estimating equations for skew-symmetric distributions
- Testing for the symmetric component in skew distributions
- Testing a multivariate distribution for generalized skew ellipticity
- Locally Efficient Semiparametric Estimators for Generalized Skew-Elliptical Distributions
- Density deconvolution for generalized skew-symmetric distributions
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