کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
10525209 | 957931 | 2005 | 8 صفحه PDF | دانلود رایگان |
عنوان انگلیسی مقاله ISI
Consistent tests for symmetric stability with finite mean based on the empirical characteristic function
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کلمات کلیدی
موضوعات مرتبط
مهندسی و علوم پایه
ریاضیات
ریاضیات کاربردی
پیش نمایش صفحه اول مقاله
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چکیده انگلیسی
In this paper we study a class of goodness-of-fit tests for the symmetric stable distribution. The proposed tests are based on a weighted integral involving the empirical characteristic function, corresponding to suitably centered data. The consistency of the tests is investigated under a moment assumption. Also, as the decay of the weight function tends to infinity, limit statistics are obtained. Our method is applied on real and simulated data.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Statistical Planning and Inference - Volume 128, Issue 2, 1 February 2005, Pages 373-380
Journal: Journal of Statistical Planning and Inference - Volume 128, Issue 2, 1 February 2005, Pages 373-380
نویسندگان
Simos G. Meintanis,