Empirical characteristic function approach to goodness-of-fit tests for the Cauchy distribution with parameters estimated by MLE or EISE

DOI10.1007/BF02506887zbMATH Open1083.62018MaRDI QIDQ816600FDOQ816600

Authors: Muneya Matsui, Akimichi Takemura 

Publication date: 9 March 2006

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

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zbMATH Keywords

maximum likelihood estimatorintegral equationsresidue theoremFredholm determinantintegrated squared error estimator

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of parametric tests (62F05)

Cites Work

• Approximation Theorems of Mathematical Statistics
• Weak convergence of the sample distribution function when parameters are estimated
• On the unimodality of the likelihood for the Cauchy distribution
• Title not available (Why is that?)
• Asymptotic Theory of Certain "Goodness of Fit" Criteria Based on Stochastic Processes
• Title not available (Why is that?)
• Title not available (Why is that?)
• Goodness-of-fit tests for the Cauchy distribution based on the empirical characteristic function
• Integrated squared error estimation of Cauchy parameters
• Kernel-transformed empirical processes

Cited In (35)

• The probability weighted characteristic function and goodness-of-fit testing
• Two criteria of goodness-of-fit for Cauchy distribution based on characterizations
• A comparison of alternative approaches to supremum-norm goodness-of-fit tests with estimated parameters
• Fast goodness-of-fit tests based on the characteristic function
• Normality Test Based on a Truncated Mean Characterization
• Goodness-of-fit tests for symmetric stable distributions-empirical characteristic function approach
• A class of goodness-of-fit tests based on transformation
• Goodness-of-fit tests for the Cauchy distribution based on the empirical characteristic function
• Approximating a class of goodness-of-fit test statistics
• Integrated squared error estimation of Cauchy parameters
• On the empirical characteristic function process of the residuals in GARCH models and applications
• Nonlocal myriad filters for Cauchy noise removal
• Inference for a leptokurtic symmetric family of distributions represented by the difference of two gamma variates
• Goodness-of-fit tests and minimum distance estimation via optimal transformation to uniform\-ity
• Tests for generalized exponential laws based on the empirical Mellin transform
• Limit theorems for quasi-arithmetic means of random variables with applications to point estimations for the Cauchy distribution
• Title not available (Why is that?)
• Goodness-of-fit test for Cauchy distribution derived from the empirical characteristic function
• Bootstrap goodness-of-fit tests with estimated parameters based on empirical transforms
• Inference for the generalized normal Laplace distribution
• Fourier methods for model selection
• A goodness of fit test for normality based on the empirical moment generating function
• Testing for the symmetric component in skew distributions
• Bahadur efficiency of the maximum likelihood estimator and one-step estimator for quasi-arithmetic means of the Cauchy distribution
• Hodges-Lehmann scale estimator for Cauchy distribution
• Title not available (Why is that?)
• Goodness-of-fit testing by transforming to normality: comparison between classical and characteristic function-based methods
• The compound truncated Poisson Cauchy model: a descriptor for multimodal data
• Goodness-of-fit tests for multivariate stable distributions based on the empirical characteristic function
• Omnibus tests for the error distribution in the linear regression model
• The characteristic function of the discrete Cauchy distribution in memory of T. Cacoullos
• Stationarity testing under nonlinear models. Some asymptotic results
• Energy statistics: a class of statistics based on distances
• A characterization and a class of omnibus tests for the exponential distribution based on the empirical characteristic function
• An approximation to the null distribution of a class of Cramér-von Mises statistics

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