Empirical characteristic function approach to goodness-of-fit tests for the Cauchy distribution with parameters estimated by MLE or EISE
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Publication:816600
DOI10.1007/BF02506887zbMath1083.62018MaRDI QIDQ816600
Akimichi Takemura, Muneya Matsui
Publication date: 9 March 2006
Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)
integral equationsFredholm determinantmaximum likelihood estimatorresidue theoremintegrated squared error estimator
Asymptotic properties of parametric estimators (62F12) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of parametric tests (62F05)
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- Approximation Theorems of Mathematical Statistics
- On the unimodality of the likelihood for the Cauchy distribution
- Asymptotic Theory of Certain "Goodness of Fit" Criteria Based on Stochastic Processes
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