Abstract Details
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Activity Number:
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415
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Type:
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Contributed
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Date/Time:
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Tuesday, August 5, 2014 : 2:00 PM to 3:50 PM
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Sponsor:
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Section on Nonparametric Statistics
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Abstract #311070
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Title:
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The Probability Weighted Characteristic Function and Goodness-of-Fit Testing
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Author(s):
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James Allison*+ and Simos Meintanis and Jan Swanepoel
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Companies:
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North-West University and Kapodistrian University of Athens and North-West University
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Keywords:
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goodness-of-fit testing ;
characteristic function ;
empirical characteristic function
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Abstract:
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We introduce the notion of the probability weighted characteristic function (PWCF) as a generalization of the characteristic function. Some of the properties of the PWCF and of its empirical counterpart are studied and the potential use of these quantities in goodness-of-fit testing is examined. Corresponding limiting null distributions and consistency results for location-scale models are derived and finite-sample comparisons are presented.
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Authors who are presenting talks have a * after their name.
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