Search Results - subject:"Characteristic function"

Goodness-of-Fit Tests for the Cauchy Distribution Based on the Empirical Characteristic Function

Gürtler, Nora; Henze, Norbert - In: Annals of the Institute of Statistical Mathematics 52 (2000) 2, pp. 267-286

Persistent link: https://www.econbiz.de/10005616103

Estimating mixtures of normal distributions via empirical characteristic function

Tran, Kien - In: Econometric Reviews 17 (1998) 2, pp. 167-183

This paper uses the empirical characteristic function (ECF) procedure to estimate the parameters of mixtures of normal … distributions. Since the characteristic function is uniformly bounded, the procedure gives estimates that are numerically stable. It …

Persistent link: https://www.econbiz.de/10005476113

On[alpha]-Symmetric Multivariate Characteristic Functions

Gneiting, Tilmann - In: Journal of Multivariate Analysis 64 (1998) 2, pp. 131-147

Ann-dimensional random vector is said to have an[alpha]-symmetric distribution,[alpha]>0, if its characteristic … function is of the form[phi]((u1[alpha]+...+un[alpha])1/[alpha]). We study the classes[Phi]n([alpha]) of all admissible …

Persistent link: https://www.econbiz.de/10005006394

Permutation Tests for Reflected Symmetry

Neuhaus, Georg; Zhu, Li-Xing - In: Journal of Multivariate Analysis 67 (1998) 2, pp. 129-153

The paper presents a permutation procedure for testing reflected (or diagonal) symmetry of the distribution of a multivariate variable. The test statistics are based in empirical characteristic functions. The resulting permutation tests are strictly distribution free under the null hypothesis...

Persistent link: https://www.econbiz.de/10005160485

Axiomatization of a class of share functions for n-person games

Laan, Gerard van der; Brink, René van den - In: Theory and Decision 44 (1998) 2, pp. 117-148

Persistent link: https://www.econbiz.de/10009401919

Controlling Type II Error While Constructing Triple Sampling Fixed Precision Confidence Intervals for the Normal Mean

Son, M.; Haugh, L.; Hamdy, H.; Costanza, M. - In: Annals of the Institute of Statistical Mathematics 49 (1997) 4, pp. 681-692

Persistent link: https://www.econbiz.de/10005395681

Estimation of a multivariate Box-Cox transformation to elliptical symmetry via the empirical characteristic function

Quiroz, Adolfo; Nakamura, Miguel; Pérez, Francisco - In: Annals of the Institute of Statistical Mathematics 48 (1996) 4, pp. 687-709

Persistent link: https://www.econbiz.de/10005616485

A linear-quadratic distributional identity

El Barmi, Hammou - In: Statistics & Probability Letters 24 (1995) 1, pp. 33-37

In this paper we extend the result of Bateman (1949) to obtain the joint conditional characteristic function of a sum …

Persistent link: https://www.econbiz.de/10005313830

A remark on Lin and Chang’s paper ‘Consistent modeling of S&P 500 and VIX derivatives

CHENG, Jun; IBRAIMI, Meriton; LEIPPOLD, Markus; ZHANG, …

an exact solution of their pricing equation. More generally, we show that the characteristic function of their pricing …

Persistent link: https://www.econbiz.de/10010680443

Bounds for median and 50 percetage point of binomial and negative binomial distribution

Göb, Rainer - In: Metrika 41 (1994) 1, pp. 43-54

Persistent link: https://www.econbiz.de/10005756424