Transformations to symmetry based on the probability weighted characteristic function - Archive ouverte HAL
Pré-Publication, Document De Travail Année : 2014

Transformations to symmetry based on the probability weighted characteristic function

Résumé

We suggest a nonparametric version of the probability weighted empirical characteristic function (PWECF) introduced by Meintanis {\it et al.} (2014) 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. Real data illustrations are also included.
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Dates et versions

hal-01018575 , version 1 (04-07-2014)
hal-01018575 , version 2 (14-04-2015)
hal-01018575 , version 3 (02-10-2024)

Identifiants

  • HAL Id : hal-01018575 , version 2

Citer

Simos Meintanis, Gilles Stupfler. Transformations to symmetry based on the probability weighted characteristic function. 2014. ⟨hal-01018575v2⟩
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