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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: The Probability Weighted Empirical Characteristic Function and Goodness-of-Fit Testing

Presented by Simos G. Meintanis, National and Kapodistrian University of Athens, Greece

25 February 2013 14:00 in CM221

We introduce the notion of the probability weighted characteristic function (PWCF), which is a generalization of the characteristic function of a probability distribution. Then some of its asymptotic properties are studied, such as the weak convergence of the corresponding probability weighted empirical characteristic function process. The potential use of the PWCF in goodness-of-fit testing is examined.

Contact sunil.chhita@durham.ac.uk for more information