Search results for "Empirical characteristic function"

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A consistent modification of a test for independence based on the empirical characteristic function

1998

A modification of a test for independence based on the empirical characteristic function is investigated. The initial test is not consistent in the general case. The modification makes the test always consistent and asymptotically distribution free. It is based on a special transformation of the data.

Statistics and ProbabilityDistribution freeTransformation (function)Characteristic function (probability theory)Applied MathematicsGeneral MathematicsMathematical analysisApplied mathematicsEmpirical characteristic functionIndependence (probability theory)MathematicsTest (assessment)Journal of Mathematical Sciences
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