1. Transformations to symmetry based on the probability weighted characteristic function
- Creator:
- Meintanis, Simos G. and Stupfler, Gilles
- Format:
- bez média and svazek
- Type:
- model:article and TEXT
- Subject:
- characteristic function, empirical characteristic function, probability weighted moments, and symmetry transformation
- Language:
- English
- Description:
- We suggest a nonparametric version of the probability weighted empirical characteristic function (PWECF) introduced by Meintanis {et al.} \cite{meiswaall2014} 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.
- Rights:
- http://creativecommons.org/publicdomain/mark/1.0/ and policy:public