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    Transformations to symmetry based on the probability weighted characteristic function

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    Transformations.pdf (268.3Kb)
    Date
    2015
    Author
    Meintanis, Simos G.
    Stupfler, Gilles
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    Abstract
    We suggest a nonparametric version of the probability weighted empirical characteristic function (PWECF) introduced by Meintanis et al. [10] 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
    URI
    http://hdl.handle.net/10394/18548
    http://dx.doi.org/10.14736/kyb-2015-4-0571
    http://www.kybernetika.cz/content/2015/4/571
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    • Faculty of Natural and Agricultural Sciences [4782]

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