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On robustness and efficiency of certain statistics involving the empirical characteristic function

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Summary

The polar coordinates of the empirical characteristic function have been used effectively in estimation and testing. Here the efficiency and robustness properties of two simple but useful statistics involving the polar coordinates of the empirical characteristic function are examined.

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Authors and Affiliations

  1. Department of Economics, University of Athens, 8 Pesmazoglou Street, 105 59, Athens, Greece

    S. G. Meintanis & G. S. Donatos

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  1. S. G. Meintanis
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  2. G. S. Donatos
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Meintanis, S.G., Donatos, G.S. On robustness and efficiency of certain statistics involving the empirical characteristic function. J. It. Statist. Soc. 5, 149–161 (1996). https://doi.org/10.1007/BF02589586

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