The Empirical Characteristic Function and Its Applications
نویسندگان
چکیده
منابع مشابه
Empirical Characteristic Function Estimation and Its Applications
This paper reviews the method of model-fitting via the empirical characteristic function. The advantage of using this procedure is that one can avoid difficulties inherent in calculating or maximizing the likelihood function. Thus it is a desirable estimation method when the maximum likelihood approach encounters difficulties but the characteristic function has a tractable expression. The basic...
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In this paper, some results of Singh, Gopalakrishna and Kulkarni (1970s) have been extended to higher order derivatives. It has been shown that, if $sumlimits_{a}Theta(a, f)=2$ holds for a meromorphic function $f(z)$ of finite order, then for any positive integer $k,$ $T(r, f)sim T(r, f^{(k)}), rrightarrowinfty$ if $Theta(infty, f)=1$ and $T(r, f)sim (k+1)T(r, f^{(k)}), rrightarrowinfty$ if $Th...
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Extended Abstract. Suppose n i.i.d. observations, X1, …, Xn, are available from the unknown distribution F(.), goodness-of-fit tests refer to tests such as H0 : F(x) = F0(x) against H1 : F(x) $neq$ F0(x). Some nonparametric tests such as the Kolmogorov--Smirnov test, the Cramer-Von Mises test, the Anderson-Darling test and the Watson test have been suggested by comparing empirical ...
متن کاملcharacteristic function of a meromorphic function and its derivatives
in this paper, some results of singh, gopalakrishna and kulkarni (1970s) have been extended to higher order derivatives. it has been shown that, if $sumlimits_{a}theta(a, f)=2$ holds for a meromorphic function $f(z)$ of finite order, then for any positive integer $k,$ $t(r, f)sim t(r, f^{(k)}), rrightarrowinfty$ if $theta(infty, f)=1$ and $t(r, f)sim (k+1)t(r, f^{(k)}), rrightarrowinfty$ if $th...
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In this article, the asymptotic properties of the empirical characteristic function are discussed. The residual of the joint and marginal empirical characteristic functions is studied and the uniform convergence of the residual in the wider sense and the weak convergence of the scaled residual to a Gaussian process are investigated. Taking into account of the result, a statistical test for inde...
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ژورنال
عنوان ژورنال: The Annals of Statistics
سال: 1977
ISSN: 0090-5364
DOI: 10.1214/aos/1176343742