On the estimation of the characteristic function in finite populations with applications

This paper studies the estimation of the characteristic function of a finite population. Specifically, the weak convergence of the finite population empirical characteristic process is studied. Under suitable assumptions, it has the same limit as the empirical characteristic process for independent,...

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Bibliographic Details
Published inTest (Madrid, Spain) Vol. 27; no. 1; pp. 95 - 121
Main Authors Jiménez-Gamero, M. D., Moreno-Rebollo, J. L., Mayor-Gallego, J. A.
Format Journal Article
LanguageEnglish
Published Berlin/Heidelberg Springer Berlin Heidelberg 01.03.2018
Springer Nature B.V
Subjects
Characteristic functions
Economics
Estimating techniques
Finance
Insurance
Management
Mathematics and Statistics
Original Paper
Population
Random variables
Sampling
Sampling designs
Statistical Theory and Methods
Statistics
Statistics for Business
Testing
Characteristic function
Test for independence
62G09
Test for symmetry
Finite population
62G10
Test for the two-sample problem
High entropy designs
62D05
Design-based inference
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Summary:This paper studies the estimation of the characteristic function of a finite population. Specifically, the weak convergence of the finite population empirical characteristic process is studied. Under suitable assumptions, it has the same limit as the empirical characteristic process for independent, identically distributed data from a random variable, up to a multiplicative constant depending on the sampling design. Applications of the obtained results for the two-sample problem, testing for independence and testing for symmetry are given.
ISSN:1133-0686
1863-8260
DOI:10.1007/s11749-016-0514-2