| dc.contributor.author | Meintanis, Simos G. | |
| dc.contributor.author | Ushakov, Nikolai G. | |
| dc.date.accessioned | 2017-04-13T11:47:45Z | |
| dc.date.available | 2017-04-13T11:47:45Z | |
| dc.date.issued | 2016 | |
| dc.identifier.citation | Meintanis, S.G. & Ushakov, N.G. 2016. Nonparametric probability weighted empirical characteristic function and applications. Statistics and probability letters, 108:52-61. [https://doi.org/10.1016/j.spl.2015.08.021] | en_US |
| dc.identifier.issn | 0167-7152 | |
| dc.identifier.uri | http://hdl.handle.net/10394/21401 | |
| dc.identifier.uri | https://www.sciencedirect.com/science/article/pii/S0167715215003120 | |
| dc.identifier.uri | https://doi.org/10.1016/j.spl.2015.08.021 | |
| dc.description.abstract | We study certain properties of probability weighted quantities and suggest a nonparametric estimator of the probability weighted characteristic function introduced by Meintanis et al. (2014). Some properties of this estimator are studied and corresponding inference procedures for symmetry and the two-sample problem are proposed. Monte Carlo results on the finite-sample behavior of the procedures are also included | en_US |
| dc.language.iso | en | en_US |
| dc.publisher | Elsevier | en_US |
| dc.subject | Characteristic function | en_US |
| dc.subject | Empirical characteristic function | en_US |
| dc.subject | Probability weighted moments | en_US |
| dc.subject | Symmetry test | en_US |
| dc.subject | Two-sample problem | en_US |
| dc.title | Nonparametric probability weighted empirical characteristic function and applications | en_US |
| dc.type | Article | en_US |
| dc.contributor.researchID | 21262977 - Meintanis, Simos George | |
