- 364 pages
- English
- PDF
- Available on iOS & Android
eBook - PDF
Selected Topics in Characteristic Functions
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Yes, you can access Selected Topics in Characteristic Functions by Nikolai G. Ushakov in PDF and/or ePUB format, as well as other popular books in Matematica & Matematica generale. We have over one million books available in our catalogue for you to explore.
Information
Table of contents
- Preface
- Notation
- 1 Basic properties
- 1.1 Definition and elementary properties
- 1.2 Continuity theorems and inversion formulas
- 1.3 Criteria
- 1.4 Inequalities
- 1.5 Characteristic functions and moments, expansions of characteristic functions, asymptotic behavior
- 1.6 Unimodality
- 1.7 Analyticity of characteristic functions
- 1.8 Multivariate characteristic functions
- 1.9 Notes
- 2 Inequalities
- 2.1 Auxiliary results
- 2.2 Inequalities for characteristic functions of distributions with bounded support
- 2.3 Moment inequalities
- 2.4 Estimates for the characteristic functions of unimodal distributions
- 2.5 Estimates for the characteristic functions of absolutely continuous distributions
- 2.6 Estimates for the characteristic functions of discrete distributions
- 2.7 Inequalities for multivariate characteristic functions
- 2.8 Inequalities involving integrals of characteristic functions
- 2.9 Inequalities involving differences of characteristic functions
- 2.10 Estimates for the first positive zero of a characteristic function
- 2.11 Notes
- 3 Empirical characteristic functions
- 3.1 Definition and basic properties
- 3.2 Asymptotic properties of empirical characteristic functions
- 3.3 The first positive zero
- 3.4 Parameter estimation
- 3.5 Non-parametric density estimation I
- 3.6 Non-parametric density estimation II
- 3.7 Tests for independence
- 3.8 Tests for symmetry
- 3.9 Testing for normality
- 3.10 Goodness-of-fit tests based on empirical characteristic functions
- 3.11 Notes
- A Examples
- B Some characteristic functions
- C Unsolved problems
- Bibliography
- Subject Index
- Author Index