Numerical inversion of a characteristic function
From MaRDI portal
Publication:5679678
DOI10.1093/biomet/60.2.415zbMath0263.65115OpenAlexW2052236587MaRDI QIDQ5679678
No author found.
Publication date: 1973
Published in: Biometrika (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1093/biomet/60.2.415
Related Items
Theory and numerical analysis for exact distributions of functionals of a Dirichlet process, A family of unbiased confidence intervals for a ratio of variance components, Count Data Time Series Models Based on Expectation Thinning, Testing of linearity in a semiparametric regression model, Error rates in quadratic discrimination with constraints on the covariance matrices, Unnamed Item, Analytic option pricing and risk measures under a regime-switching generalized hyperbolic model with an application to equity-linked insurance, Computing the asymptotic distribution of second-order \(U\)- and \(V\)-statistics, General linear hypothesis testing in functional response model, Pricing longevity derivatives via Fourier transforms, Computational aspects of Cui-Freeden statistics for equidistribution on the sphere, Asymptotic expansions for the distribution of quadratic forms in normal variables, A practical, effective calculation of gamma difference distributions with open data science tools, A Wald-type test of quadratic parametric restrictions, The mean squared errors of the maximum likelihood and natural-conjugate Bayes regression estimators, Asymptotic distributions of some test criteria for the mean vector with fewer observations than the dimension, Simulating mixtures of multivariate data with fixed cluster overlap in FSDA library, Statistical properties of $b$-adic diaphonies, Likelihood ratio tests for elaborate covariance structures and for MANOVA models with elaborate covariance structures -- a review, A numerical inversion of the bivariate characteristic function, Numerical inversion of a class of characteristic functions, Variable Annuities with VIX-Linked Fee Structure under a Heston-Type Stochastic Volatility Model, Exact optimal inference in regression models under heteroskedasticity and non-normality of unknown form, Error bounds for cumulative distribution functions of convolutions via the discrete Fourier transform, A test for the linearity of the nonparametric part of a semiparametric logistic regression model, Computational aspects of integrated market and credit portfolio models, The Fourier-series method for inverting transforms of probability distributions, On approximating the distribution of indefinite quadratic forms, Lack-of-Fit Tests for Generalized Linear Models via Splines, The numerical inversion of the characteristic equation with applications to positive quadratic forms in normal variables, Computing \(p\)-values for the generalized Durbin-Watson and other invariant test statistics, Computing the distribution of quadratic forms: further comparisons between the Liu-Tang-Zhang approximation and exact methods, Negative binomial time series models based on expectation thinning operators, Using \(P\)-splines to test the linearity of partially linear models, A Partially Linear Model with Its Applications, Remark on the asymptotic distribution of the OLS estimator in a simple Gaussian unit-root autoregression, The Distribution of a Ratio of Quadratic Forms in Noncentral Normal Variables, On loss distributions from installment-repaid loans, Testing for no effect via splines, Unnamed Item, Testing for autoregressive disturbances in a time series regression with missing observations, The numerical evaluation of the probability density function of a quadratic form in normal variables, IMPROVING THE NUMERICAL TECHNIQUE FOR COMPUTING THE ACCUMULATED DISTRIBUTION OF A QUADRATIC FORM IN NORMAL VARIABLES, Testing the linearity of negative binomial regression models, Computing the exact distribution of a linear combination of generalized logistic random variables and its applications, The exact distribution of indefinite quadratic forms in noncentral normal vectors, THE EXACT BIAS OF THE LOG-PERIODOGRAM REGRESSION ESTIMATOR, A multivariate empirical characteristic function test of independence with normal marginals, Valuation of forward start options under affine jump-diffusion models, Numerical integration rules for multivariate inversions, Finite-sample properties of limited-iinformation estimators in misspecified simultaneous equation models, Distribution of the mean reversion estimator in the Ornstein–Uhlenbeck process, A New Exponential GOF Test for Data Subject to Multiply Type II Censoring