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Department of Mathematical Sciences

Seminar Archives

On this page you can find information about seminars in this and previous academic years, where available on the database.

Statistics Seminars: A synopsis of inference procedures based on Fourier transforms

Presented by Simos Meintanis , University of Athens

7 June 2011 13:15 in CM221

We first review certain properties of characteristic functions and empirical characteristic functions, and then show how these properties can be utilized in statistical inference. The problems considered include testing for goodness-of-fit and independence, testing for symmetry, and change-point detection. Also the new notion of the probability weighted empirical characteristic function is introduced, and its use is illustrated in testing for exponentiality.

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