scholarly journals An Empirical Characteristic Function Approach to Selecting a Transformation to Normality

2014 ◽  
Vol 21 (3) ◽  
pp. 213-224
Author(s):  
In-Kwon Yeo ◽  
Richard A. Johnson ◽  
XinWei Deng
Keyword(s):  
Characteristic Function ◽  
Function Approach ◽  
Empirical Characteristic Function

On the first zero of an empirical characteristic function

1991 ◽  
Vol 28 (3) ◽  
pp. 593-601 ◽  
Author(s):  
H. U. Bräker ◽  
J. Hüsler
Keyword(s):  
Characteristic Function ◽  
Limit Distribution ◽  
Random Variable ◽  
Empirical Characteristic Function ◽  
The Real ◽  
Exponential Decrease ◽  
Characteristic Process

We deal with the distribution of the first zero Rn of the real part of the empirical characteristic process related to a random variable X. Depending on the behaviour of the theoretical real part of the underlying characteristic function, cases with a slow exponential decrease to zero are considered. We derive the limit distribution of Rn in this case, which clarifies some recent results on Rn in relation to the behaviour of the characteristic function.

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