| 參考文獻 |
1.ALEXAANDER, K. S.(1984).Probability inequalities for empirical processes and a law of the iterated logarithm.Ann.Probab.12 1041-1067. [Correction:(1987) Ann.Probab,15, 428-430.]
2.BOLTHAUSEN,E.(1978)Weak convergence of an empirical process indexed by the
closed convex subsets of I2.Z.Wahrsch.Verw.Gebiete ,43, 173-181.
3.CSÖRGÖ,S.(1981).Multivariate empirical characteristic function.Z .Wahrsch .
Verw.Gebiete, 55 ,203-229.
4.CSÖRGÖ,S.(1981a).The empirical characteristic process when parameters are
estimated. Contribution to Probability(Ed.J.Gani and V.K. Rohatgi),Academic Press, New York.
5.CSÖRGÖ,S.(1981b).Limit behaviour of the empirical characteristic function. Ann.Probability ,9,130-144.
6.CSÖRGÖ,S.(1983).Estimating characteristic functions under random censorship.
Theory Probab.Appl,28,615-622.
7.CSÖRGÖ,S.(1986).Testing for normality in arbitrary dimension.The Annals of
Statistics. 14, 2,708-723.
8.DAHLHAUS,R.(1988).Empirical spectral processes and their application to time
series analysis.Stochastic Process.Appl.,30, 69-83.
9.DUDLRY,R.M.(1978).Central limit theorems for empirical measures. Probab. 6,
899-929.
10.DUDLRY,R.M.(1984).A course on empirical processes.Ecole d’Et de Probabilities de Saint Flour XII. Lecture Notes in Math.1097,1-142.
Springer,New York.
11.EDDY,W.F.and HARTIGAN,J.A.(1977).Uniform convergence of the empirical
distribution function over convex sets.Ann.Statist,5 ,370-374.
12.FEIGIN,P.D.and HEATHCOTE,C.R.(1976).The empirical characteristic function
and the Cramer-von Mises Statistic.Sankhya Ser .A ,38,309-325.
13.FEUERVERGER, A. and MUREIKA, R.A.(1977). The empirical characteristic
function and its applications.Ann. Statistic ,5,88-97.
14.KELLER,H.-D.(1988).Large deviations of the empirical characteristic function.Acta Sci.Math.52,207-214.
15.KENT,J.T.(1975).A weak convergence theorem for the empirical characteristic function.J.Appl.Prob.12,515-523.
16.KOLCHINSKIĭ,V.I.(1989).Limit theorem for empirical characteristic functions in Banach spaces.Theor.Probability and Math.Statist.39,83-91.
17.KOUTROUVELIS,I.A.(1980a).A goodness-of-fit test of simple hypotheses based on the empirical characteristic function.Biometrika.67,238-240.
18.LUKACS,E.(1970).Characteristic Functions.Griffin,London.
19.LUKACS,E.(1983).Developments in Characteristic Function Theory Griffin,London.
20.MARCUS,M.B.(1981).Weak convergence of the empirical characteristic
function .Ann.Probab.9,194-201.
21.MUROTA,K.(1981).Test for normality based on the empirical characteristic
function. Rep.Statist.Appl.Res.Un.Japan Sci.Engrs, 28 ,1-17
22.MUROTA,K. and TAKEUCHI, K.(1981).The studentized empirical characteristic
function and its application to test for the shape of distribution. Biometrika ,68 ,55-65.
23.PETTITT,A.N.(1979).Testing for bivariate normality using the empirical
distribution function.Comm.Statist.A—Theory Methods ,8,699-712.
24.SHORACK,G.R.and WELLNER,J.A.(1986).Empirical Processes with Applications
to Statistics.Wiley,New York.
25.SORENSEN,H.(2002).Estimation of diffusion parameters for discretely observed
diffusion processes.Bernoulli,8,491-508.
26.USHAKOV,N.G.(1999).Selected topics in characteristic functions.VSP.
27.WELSH,A.H.(1985).A note on scale estimates based on the empirical
characteristic function and their application to test for normality.Statist.Probab.Letters 3. |
[Endnote RIS 格式]
[相關文章]
[文章引用]
[完整記錄]
[館藏目錄]
[檢視]
plurk
funp
live
udn
HD
myshare
netvibes
friend
youpush
delicious
baidu
Google bookmarks
del.icio.us
hemidemi
facebook
twitter
google
reddit