On the Efficiency of Empirical Characteristic Function Procedures
暂无分享,去创建一个
[1] S. Csőrgő. Limit Behaviour of the Empirical Characteristic Function , 1981 .
[2] P. Mcdunnough. Estimating the law of randomly moving particles by counting , 1979, Journal of Applied Probability.
[3] J. B. Ramsey,et al. Estimating Mixtures of Normal Distributions and Switching Regressions , 1978 .
[4] C. R. Heathcote,et al. The integrated squared error estimation of parameters , 1977 .
[5] A. Feuerverger,et al. The Empirical Characteristic Function and Its Applications , 1977 .
[6] D. Fraser. Necessary Analysis and Adaptive Inference , 1976 .
[7] W. DuMouchel. Stable Distributions in Statistical Inference: 2. Information from Stably Distributed Samples , 1975 .
[8] A. Paulson,et al. The estimation of the parameters of the stable laws , 1975 .
[9] S. J. Press,et al. Stable Distributions: Probability, Inference, and Applications in Finance—A Survey, and a Review of Recent Results , 1975 .
[10] S. James Press,et al. Estimation in Univariate and Multivariate Stable Distributions , 1972 .
[11] C. E. Heathcote. A TEST OF GOODNESS OF FIT FOR SYMMETRIC RANDOM VARIABLES1 , 1972 .
[12] E. Parzen. On Estimation of a Probability Density Function and Mode , 1962 .