Nonparametric probability weighted empirical characteristic function and applications

DOI10.1016/J.SPL.2015.08.021zbMATH Open1326.62101OpenAlexW2178570407MaRDI QIDQ893448FDOQ893448

N. E. Zubov

Publication date: 19 November 2015

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2015.08.021

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zbMATH Keywords

characteristic functionempirical characteristic functiontwo-sample problemsymmetry testprobability weighted moments

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20)

Cites Work

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Cited In (6)

• Moment-type estimation from grouped samples
• Applications of empirical characteristic functions in some multivariate problems
• Inferential procedures based on the integrated empirical characteristic function
• Nonparametric two-sample estimation of location and scale parameters from empirical characteristic functions
• Goodness-of-fit tests for semiparametric and parametric hypotheses based on the probability weighted empirical characteristic function
• Goodness-of-fit tests based on the min-characteristic function

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