Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1149151 | Journal of Statistical Planning and Inference | 2014 | 11 Pages |
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.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Applied Mathematics
Authors
Simos G. Meintanis, Jan Swanepoel, James Allison,