| Title:
|
Transformations to symmetry based on the probability weighted characteristic function (English) |
| Author:
|
Meintanis, Simos G. |
| Author:
|
Stupfler, Gilles |
| Language:
|
English |
| Journal:
|
Kybernetika |
| ISSN:
|
0023-5954 (print) |
| ISSN:
|
1805-949X (online) |
| Volume:
|
51 |
| Issue:
|
4 |
| Year:
|
2015 |
| Pages:
|
571-587 |
| Summary lang:
|
English |
| . |
| Category:
|
math |
| . |
| Summary:
|
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. (English) |
| Keyword:
|
characteristic function |
| Keyword:
|
empirical characteristic function |
| Keyword:
|
probability weighted moments |
| Keyword:
|
symmetry transformation |
| MSC:
|
62G10 |
| MSC:
|
62G20 |
| idZBL:
|
Zbl 06530334 |
| idMR:
|
MR3423188 |
| DOI:
|
10.14736/kyb-2015-4-0571 |
| . |
| Date available:
|
2015-11-20T12:13:44Z |
| Last updated:
|
2016-04-02 |
| Stable URL:
|
http://hdl.handle.net/10338.dmlcz/144469 |
| . |
| Reference:
|
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