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searching for Empirical characteristic function 3 found (6 total)

alternate case: empirical characteristic function

Multivariate kernel density estimation (4,242 words) [view diff] exact match in snippet view article find links to article

t → ) {\displaystyle {\hat {\varphi }}({\vec {t}})} , the empirical characteristic function (see Kernel density estimation): ψ h ^ ( t → ) ≡ N 2 ( N −

Multivariate normal distribution (9,594 words) [view diff] exact match in snippet view article find links to article

BHEP test computes the norm of the difference between the empirical characteristic function and the theoretical characteristic function of the normal

Cumulative distribution function (3,993 words) [view diff] exact match in snippet view article find links to article

convergence for the empirical distribution function and the empirical characteristic function of a broad class of linear processes". Journal of Multivariate