On robustness and efficiency of certain statistics involving the empirical characteristic function

DOI10.1007/BF02589586zbMath1446.62084MaRDI QIDQ3598353

No author found.

Publication date: 3 February 2009

Published in: Journal of the Italian Statistical Society (Search for Journal in Brave)

zbMATH Keywords

characteristic function; influence function; asymptotic variance

Mathematics Subject Classification ID

62F10: Point estimation

62F35: Robustness and adaptive procedures (parametric inference)

Uses Software

• IMSL Numerical Libraries

Cites Work

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• Some sampling properties of empirical characteristic functions viewed as harmonizable stochastic processes
• The empirical characteristic function and its applications
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• A goodness-of-fit test of simple hypotheses based on the empirical characteristic function
• Regression-Type Estimation of the Parameters of Stable Laws
• The studentized empirical characteristic function and its application to test for the shape of distribution
• On the estimation of slope and the identification of outliers in linear regression
• An iterative procedure for the estimation of the parameters of stable laws
• Estimation of location and scale in Cauchy distributions using the empirical characteristic function
• Some results concerning symmetric distributions
• Tests for the Chacteristic Exponent and the Scale Parameter of Symmetric Stable Distributions
• Influence for empirical transforms
• Estimation in Univariate and Multivariate Stable Distributions
• A test for normality based on the empirical characteristic function