Kernel Estimation of a Characteristic Function
Sign Up to like & getrecommendations! Published in 2017 at "Journal of Mathematical Sciences"
DOI: 10.1007/s10958-016-3207-1
Abstract: This article deals with the study of asymptotic properties of a nonparametric kernel estimator of a characteristic function. Uniformly strong consistency of kernel estimator with fixed and expanding interval is established. The law of iterated… read more here.
Keywords: function; kernel estimation; estimation characteristic; characteristic function ... See more keywords
On extensions of characteristic functions
Sign Up to like & getrecommendations! Published in 2017 at "Lithuanian Mathematical Journal"
DOI: 10.1007/s10986-017-9357-0
Abstract: Here we deal with the following question: Is it true that, for any closed interval on the real line ℝ that does not contain the origin, there exists a characteristic function f such that f(x)… read more here.
Keywords: characteristic functions; extensions characteristic; characteristic function;
Estimating the Logarithm of Characteristic Function and Stability Parameter for Symmetric Stable Laws
Sign Up to like & getrecommendations! Published in 2021 at "Methodology and Computing in Applied Probability"
DOI: 10.1007/s11009-021-09908-z
Abstract: Let $X_1,\ldots,X_n$ be an i.i.d. sample from symmetric stable distribution with stability parameter $\alpha$ and scale parameter $\gamma$. Let $\varphi_n$ be the empirical characteristic function. We prove an uniform large deviation inequality: given preciseness $\epsilon>0$… read more here.
Keywords: parameter; symmetric stable; characteristic function; stability parameter ... See more keywords
Research on characteristic function for cable inverse analysis based on dynamic stiffness theory and its application
Sign Up to like & getrecommendations! Published in 2019 at "Engineering Structures"
DOI: 10.1016/j.engstruct.2019.05.062
Abstract: Abstract Parameter identification of cables in the operation period is a significant issue related to the state of serviceability and safety evaluation of cables. A generalized characteristic function is established based on the dynamic stiffness… read more here.
Keywords: characteristic function; cable; function; inverse analysis ... See more keywords
Flexible two-point selection approach for characteristic function-based parameter estimation of stable laws.
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DOI: 10.1063/5.0013148
Abstract: Stable distribution is one of the attractive models that well describes fat-tail behaviors and scaling phenomena in various scientific fields. The approach based upon the method of moments yields a simple procedure for estimating stable… read more here.
Keywords: stable laws; selection; function based; characteristic function ... See more keywords
Computing the exact distribution of the Bartlett's test statistic by numerical inversion of its characteristic function
Sign Up to like & getrecommendations! Published in 2019 at "Journal of Applied Statistics"
DOI: 10.1080/02664763.2019.1675608
Abstract: Application of the exact statistical inference frequently leads to non-standard probability distributions of the considered estimators or test statistics. The exact distributions of many estimators and test statistics can be specified by their characteristic functions,… read more here.
Keywords: inversion characteristic; bartlett test; characteristic function; function ... See more keywords
Probability distribution functions for intermittent scrape-off layer plasma fluctuations
Sign Up to like & getrecommendations! Published in 2018 at "Plasma Physics and Controlled Fusion"
DOI: 10.1088/1361-6587/aa9f9c
Abstract: A stochastic model for intermittent fluctuations in the scrape-off layer of magnetically confined plasmas has been constructed based on a super-position of uncorrelated pulses arriving according to a Poisson process. In the most common applications… read more here.
Keywords: probability; scrape layer; characteristic function; function ... See more keywords
Numerical analysis of a Stokes interface problem based on formulation using the characteristic function
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DOI: 10.21136/am.2017.0357-16
Abstract: Numerical analysis of a model Stokes interface problem with the homogeneous Dirichlet boundary condition is considered. The interface condition is interpreted as an additional singular force field to the Stokes equations using the characteristic function.… read more here.
Keywords: using characteristic; stokes interface; numerical analysis; interface problem ... See more keywords