Characteristic function-based semiparametric inference for skew-symmetric models
DOI10.1111/J.1467-9469.2012.00822.XzbMATH Open1364.62080OpenAlexW1792148074MaRDI QIDQ2852623FDOQ2852623
Authors: Cornelis J. Potgieter, Marc G. Genton 
Publication date: 9 October 2013
Published in: Scandinavian Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/j.1467-9469.2012.00822.x
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- scientific article; zbMATH DE number 1215435
asymmetrycharacteristic functionhypothesis testingsemiparametric inferenceskew-symmetric distributiondistributional invariance
Parametric hypothesis testing (62F03) Asymptotic properties of parametric estimators (62F12) Nonparametric estimation (62G05) Nonparametric hypothesis testing (62G10)
Cites Work
- Statistical Applications of the Multivariate Skew Normal Distribution
- Generalization of GMM to a continuum of moment conditions
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- Asymptotic Statistics
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- Distributions Generated by Perturbation of Symmetry with Emphasis on a Multivariate Skewt-Distribution
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- Generalized skew-elliptical distributions and their quadratic forms
- Characteristic functions of scale mixtures of multivariate skew-normal distributions
- Goodness-of-fit tests for symmetric stable distributions-empirical characteristic function approach
- Limit behaviour of the empirical characteristic function
- Weak convergence of the empirical characteristic function
- Invariance-based estimating equations for skew-symmetric distributions
- Modeling skew-symmetric distributions using B-spline and penalties
- Continuous empirical characteristic function estimation of mixtures of normal parameters
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
- Testing for the symmetric component in skew distributions
- Invariance-based estimating equations for skew-symmetric 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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