Transformations to symmetry based on the probability weighted characteristic function

Simos Meintanis (1) , Gilles Stupfler (2)

1 NKUA - National and Kapodistrian University of Athens
2 CERGAM - Centre d'Études et de Recherche en Gestion d'Aix-Marseille

We suggest a nonparametric version of the probability weighted empirical characteristic function (PWECF) introduced by Meintanis et al. (2014) and use this PWECF in order to estimate the parameters of arbitrary transformations to symmetry. The almost sure consistency of the resulting estimators is shown. Results with real and simulated data are also included.

Domaines: Applications [stat.AP]

Simos Meintanis, Gilles Stupfler. Transformations to symmetry based on the probability weighted characteristic function. 2014. ⟨hal-01018575v1⟩