Articles with "inversion characteristic" as a keyword



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Computing the exact distribution of the Bartlett's test statistic by numerical inversion of its characteristic function

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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