Nonparametric two-sample estimation of location and scale parameters from empirical characteristic functions

DOI10.1080/00949655.2016.1158818MaRDI QIDQ5221527zbMATH OpenOpenAlexFDO

Authors Cornelis J. Potgieter, Fred Lombard

Publication date 1 April 2020

Published in Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00949655.2016.1158818

zbMATH Keywords

bootstrapsemiparametric estimationempirical characteristic functionslocation-scale families

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Asymptotic properties of nonparametric inference (62G20) Nonparametric statistical resampling methods (62G09) Order statistics; empirical distribution functions (62G30)

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Cites work

• scientific article; zbMATH DE number 3711181 (Why is no real title available?)
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• Asymptotic Statistics
• Model Selection and Model Averaging
• Nonparametric Statistical Data Modeling
• Nonparametric estimation of location and scale parameters
• The Skew-normal Distribution and Related Multivariate Families*
• The centred parameterization and related quantities of the skew-\(t\) distribution

Cited in

(2)

• Nonparametric probability weighted empirical characteristic function and applications
• Function-based hypothesis testing in censored two-sample location-scale models

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