登录 注册 会员服务 联系我们

On the Efficiency of Empirical Characteristic Function Procedures

  • Published:1981-09 Issue:1 Volume:43 Page:20-27
  • ISSN:0035-9246
  • Container-title:Journal of the Royal Statistical Society: Series B (Methodological)
  • language:en
  • Short-container-title:Journal of the Royal Statistical Society: Series B (Methodological)

Author:

Feuerverger Andrey1,McDunnough Philip1

Affiliation:

1. University of Toronto

Publisher

Wiley

Subject

Statistics and Probability

Reference14 articles.

1. Csörgö , S. 1979 Limit behaviour of the empirical characteristic function

2. Stable distributions in statistical inference: 2. Information from stably distributed samples;Dumouchel;J. Amer. Statist. Ass.,1975

3. The empirical characteristic function and the Cramer-Von Mises statistic;Feigin;Sankhyā A,1976

4. The empirical characteristic function and its applications;Feuerverger;Ann. Statist.,1977

5. Necessary analysis and adaptive inference;Fraser;J. Amer. Statist. Ass.,1976

Cited by 27 articles. 订阅此论文施引文献 订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. TempStable: A Collection of Methods to Estimate Parameters of Different Tempered Stable Distributions;CRAN: Contributed Packages;2023-03-17

2. Subexponentialiy of densities of infinitely divisible distributions;Electronic Journal of Probability;2023-01-01

3. Generalized method of moments in time series estimation;THE 15TH UNIVERSITI MALAYSIA TERENGGANU ANNUAL SYMPOSIUM 2021 (UMTAS 2021);2023

4. Estimation with Errors in Variables via the Characteristic Function;Journal of Financial Econometrics;2021-10-18

5. Parameter estimation for univariate Skew-Normal distribution based on the modified empirical characteristic function;Communications in Statistics - Theory and Methods;2021-03-15
同舟云学术

1.学者识别学者识别

2.学术分析学术分析

3.人才评估人才评估

"同舟云学术"是以全球学者为主线，采集、加工和组织学术论文而形成的新型学术文献查询和分析系统，可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容，当前同舟云学术共收录了国内外主流学术期刊6万余种，收集的期刊论文及会议论文总量共计约1.5亿篇，并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询！咨询电话：010-8811{复制后删除}0370

www.globalauthorid.com

TOP

Copyright © 2019-2024 北京同舟云网络信息技术有限公司
京公网安备11010802033243号  京ICP备18003416号-3