Transformations to symmetry based on the probability weighted characteristic function
Abstract
We suggest a nonparametric version of the probability weighted empirical characteristic
function (PWECF) introduced by Meintanis et al. [10] and use this PWECF in order to estimate
the parameters of arbitrary transformations to symmetry. The almost sure consistency of the
resulting estimators is shown. Finite{sample results for i.i.d. data are presented and are
subsequently extended to the regression setting. A real data illustration is also included
URI
http://hdl.handle.net/10394/18548http://dx.doi.org/10.14736/kyb-2015-4-0571
http://www.kybernetika.cz/content/2015/4/571