The probability weighted characteristic function and goodness-of-fit testing
| dc.contributor.author | Meintanis, Simos G. | |
| dc.contributor.author | Swanepoel, Jan | |
| dc.contributor.author | Allison, James | |
| dc.contributor.researchID | 21262977 - Meintanis, Simos George | |
| dc.contributor.researchID | 10177507 - Swanepoel, Jan Willem Hendrik | |
| dc.contributor.researchID | 11985682 - Allison, James Samuel | |
| dc.date.accessioned | 2016-03-01T05:59:47Z | |
| dc.date.available | 2016-03-01T05:59:47Z | |
| dc.date.issued | 2014 | |
| dc.description.abstract | We introduce the notion of the probability weighted characteristic function (PWCF) as a generalization of the characteristic function. Some of the properties of the PWCF and of its empirical counterpart are studied and the potential use of these quantities in goodness-of-fit testing is examined in detail. The corresponding limiting null distributions and consistency results for location-scale models are derived and finite-sample comparisons are presented. Also, the notion of the PWCF is extended to arbitrary dimension | en_US |
| dc.description.sponsorship | Research Grant 11699 of the Special Account for Research Grants of the National and Kapodistrian University of Athens. National Research Foundation of South Africa | en_US |
| dc.identifier.citation | Meintanis, S.G. et al. 2014. The probability weighted characteristic function and goodness-of-fit testing. Journal of statistical planning and inference, 146:122-132. [https://doi.org/10.1016/j.jspi.2013.09.011] | en_US |
| dc.identifier.issn | 0378-3758 | |
| dc.identifier.uri | http://hdl.handle.net/10394/16481 | |
| dc.identifier.uri | https://www.sciencedirect.com/science/article/pii/S0378375813002358 | |
| dc.identifier.uri | https://doi.org/10.1016/j.jspi.2013.09.011 | |
| dc.language.iso | en | en_US |
| dc.publisher | Elsevier | en_US |
| dc.subject | Goodness-of-fit test | en_US |
| dc.subject | characteristic function | en_US |
| dc.subject | empirical characteristic function | en_US |
| dc.subject | exponential distribution | en_US |
| dc.subject | normal distribution | en_US |
| dc.title | The probability weighted characteristic function and goodness-of-fit testing | en_US |
| dc.type | Article | en_US |
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