Empirical characteristic function approach to goodness-of-fit tests for the Cauchy distribution with parameters estimated by MLE or EISE

Annals of the Institute of Statistical Mathematics

Volumn 57, Issue 1, 2005, Pages 183-199

  Matsui, Muneya ^a   Takemura, Akimichi ^a  

^a UNIVERSITY OF TOKYO   (Japan)

Author keywords

Asymptotic distributions; Fredholm determinant; Integral equations; Integrated squared error estimator; Maximum likelihood estimator; Residue theorem

Indexed keywords

ALGORITHMS; ASYMPTOTIC STABILITY; FUNCTIONS; MATHEMATICAL MODELS; PARAMETER ESTIMATION; PROBABILITY; THEOREM PROVING;

ASYMPTOTIC DISTRIBUTION; FREDHOLM DETERMINATION; INTEGRATED SQUARED ERROR ESTIMATORS; MAXIMUM LIKELIHOOD ESTIMATORS; RESIDUE THEOREM;

INTEGRATION;

EID: 23744488519     PISSN: 00203157     EISSN: 15729052     Source Type: Journal    
DOI: 10.1007/BF02506887     Document Type: Article

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