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

DOI10.1007/BF02589586zbMATH Open1446.62084OpenAlexW2010247914MaRDI QIDQ3598353FDOQ3598353

Authors:

Publication date: 3 February 2009

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

Full work available at URL: https://doi.org/10.1007/bf02589586

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zbMATH Keywords

characteristic functioninfluence functionasymptotic variance

Mathematics Subject Classification ID

Point estimation (62F10) Robustness and adaptive procedures (parametric inference) (62F35)

Cites Work

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

Cited In (2)

• Monitoring procedures for strict stationarity based on the multivariate characteristic function
• ROBUST TESTS BASED ON THE SAMPLE CHARACTERISTIC FUNCTION

Uses Software

• IMSL Numerical Libraries

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