Implementing empirical characteristic function procedures

A. H. Welsh

Statistics & Probability Letters, 1986, vol. 4, issue 2, 65-67

Abstract: The problem of estimating the first positive zero of the real part of a characteristic function is discussed. Knowledge of the location of this zero is essential for the application of inferential procedures based on the empirical characteristic function. A simple explicit nonparametric estimator is proposed and shown to solve simultaneously both the finite sample and asymptotic problems.

Date: 1986
References: Add references at CitEc
Citations: View citations in EconPapers (1)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/0167-7152(86)90019-2
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:stapro:v:4:y:1986:i:2:p:65-67

Ordering information: This journal article can be ordered from
http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

Access Statistics for this article

Statistics & Probability Letters is currently edited by Somnath Datta and Hira L. Koul

More articles in Statistics & Probability Letters from Elsevier
Bibliographic data for series maintained by Catherine Liu ().