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

DOI10.1080/00949655.2016.1158818OpenAlexW2395980614MaRDI QIDQ5221527FDOQ5221527

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

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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)

Cites Work

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• The centred parameterization and related quantities of the skew-\(t\) distribution
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• Nonparametric estimation of location and scale parameters

Cited In (2)

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

Uses Software

• sn

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