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Selected Topics in Characteristic Functions - Nikolai G. Ushakov

Selected Topics in Characteristic Functions

Buch | Hardcover
364 Seiten
1999 | Reprint 2011
VSP International Science Publishers (Verlag)
978-90-6764-307-8 (ISBN)
CHF 389,95 inkl. MwSt
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Examines inequalities for characteristic functions and the theory of empirical characteristic function. Topics include: basic general results concerning characteristic functions; inequalities for characteristic functions; and empirical characteristic functions and their applications to statistics.

Part 1 Basic properties: definition and elementary properties; continuity theorems and inversion formulas; criteria; inequalities; characteristic functions and movements, expansion of characteristic functions, asymptotic behaviour; unimodality; analycity of characteristic functions; multivariate characteristic functions. Part 2 Inequalities: auxiliary results; inequalities for characteristic functions of distributions with bounded support; moment inequalities; estimates for the characteristic functions of unimodal distributions; estimates for the characteristic functions of absolutely continuous distributions; estimates for the characteristic functions of discrete distributions; inequalities for multivariate characteristic functions; inequalities involving integrals of characteristic functions; inequalities involving differences of characteristic functions; estimates for the positive zero of a characteristic function. Part 3 Empirical characteristic functions: definition and basic properties; asymptotic properties of empirical characteristic functions; the first positive zero; parameter estimation; non-parametric density estimation 1; non-parametric density estimation 2; tests for independence; tests for symmetry; testing for normality; goodness-of-fit tests based on empirical characteristic functions.

Erscheint lt. Verlag 1.8.1999
Reihe/Serie Modern Probability & Statistics
Verlagsort Zeist
Sprache englisch
Gewicht 795 g
Themenwelt Mathematik / Informatik Mathematik Analysis
ISBN-10 90-6764-307-6 / 9067643076
ISBN-13 978-90-6764-307-8 / 9789067643078
Zustand Neuware
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