Article ID Journal Published Year Pages File Type
1151305 Statistics & Probability Letters 2016 10 Pages PDF
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.

Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
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