Transformations to symmetry based on the probability weighted characteristic function.

DOI10.14736/KYB-2015-4-0571MaRDI QIDQ3462428zbMATH OpenOpenAlexFDO

Authors

Publication date 14 January 2016

Published in Kybernetika (Search for Journal in Brave)

Full work available at URL http://hdl.handle.net/10338.dmlcz/144469

zbMATH Keywords

characteristic functionempirical characteristic functionprobability weighted momentssymmetry transformation

Mathematics Subject Classification ID

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

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Cites work

• A new family of power transformations to improve normality or symmetry
• A uniform strong law of large numbers for \(U\)-statistics with application to transforming to near symmetry
• Adaptive estimation of regression models via moment restrictions
• An Alternative Family of Transformations
• An Analysis of Transformations Revisited
• An Analysis of Transformations Revisited, Rebutted
• An empirical characteristic function approach to selecting a transformation to normality
• An Empirical Characteristic Function Approach to Selecting a Transformation to Symmetry
• Asymptotic Bias for Quasi-Maximum-Likelihood Estimators in Conditional Heteroskedasticity Models
• Box-Cox transformations in linear models: Large sample theory and tests of normality
• Density estimation for power transformations
• Efficiency comparisons of maximum-likelihood-based estimators in GARCH models
• Estimates of the Regression Coefficient Based on Kendall's Tau
• scientific article; zbMATH DE number 3055230 (Why is no real title available?)
• On adaptive estimation
• On Estimation of a Probability Density Function and Mode
• Remarks on Some Nonparametric Estimates of a Density Function
• Semiparametric and nonparametric methods in econometrics
• The probability weighted characteristic function and goodness-of-fit testing

Cited in

(3)

• Tests for validity of the semiparametric heteroskedastic transformation model
• Goodness-of-fit tests for semiparametric and parametric hypotheses based on the probability weighted empirical characteristic function
• Transformed symmetric models

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