Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1151305 | Statistics & Probability Letters | 2016 | 10 Pages |
Abstract
We study certain properties of probability weighted quantities and suggest a nonparametric estimator of the probability weighted characteristic function introduced by Meintanis et al. (2014). Some properties of this estimator are studied and corresponding inference procedures for symmetry and the two-sample problem are proposed. Monte Carlo results on the finite-sample behavior of the procedures are also included.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Simos G. Meintanis, Nikolai G. Ushakov,