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Econometric Reviews Volume 17, 1998 - Issue 2
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Original Articles

Estimating mixtures of normal distributions via empirical characteristic function

Kien C. Tran Department of Economics 9 Campus Drive University of Saskatchewan Saskatoon, Saskatchewan, S7N 5A5, Canada
Pages 167-183 | Published online: 21 Mar 2007

Citations (21)

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Read on this site (6)

A. D. C. Nascimento, Leandro C. Rêgo & Jonas W. A. Silva. (2023) Compound truncated Poisson gamma distribution for understanding multimodal SAR intensities. Journal of Applied Statistics 50:6, pages 1358-1377.
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Gege Hou, Ancha Xu, Fengjing Cai & You-Gan Wang. (2022) Parameter estimation for univariate Skew-Normal distribution based on the modified empirical characteristic function. Communications in Statistics - Theory and Methods 51:22, pages 7897-7910.
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Simos G. Meintanis. (2011) Testing for normality with panel data. Journal of Statistical Computation and Simulation 81:11, pages 1745-1752.
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Dinghai Xu & John Knight. (2010) Continuous Empirical Characteristic Function Estimation of Mixtures of Normal Parameters. Econometric Reviews 30:1, pages 25-50.
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Dinghai Xu. (2010) An Efficient Estimation for Switching Regression Models: A Monte Carlo Study. Communications in Statistics - Simulation and Computation 39:7, pages 1403-1421.
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Jun Yu. (2004) Empirical Characteristic Function Estimation and Its Applications. Econometric Reviews 23:2, pages 93-123.
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Articles from other publishers (15)

H Malloch, R Philip & S Satchell. (2023) Estimation with Errors in Variables via the Characteristic Function. Journal of Financial Econometrics 21:3, pages 616-650.
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P. Ahmadi Ghotbi, Z. Shishebor & A. R. Soltani. (2019) Stieltjes Sample Characteristic Function: Singular Continuous Distributions Parameters Estimation. Iranian Journal of Science and Technology, Transactions A: Science 43:6, pages 3003-3016.
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Nicolas Keriven, Anthony Bourrier, Rémi Gribonval & Patrick Pérez. (2018) Sketching for large-scale learning of mixture models. Information and Inference: A Journal of the IMA 7:3, pages 447-508.
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A Theodorsen & O E Garcia. (2018) Probability distribution functions for intermittent scrape-off layer plasma fluctuations. Plasma Physics and Controlled Fusion 60:3, pages 034006.
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. 2014. Wiley StatsRef: Statistics Reference Online. Wiley StatsRef: Statistics Reference Online.
Cong-Hua Xie, Jin-Yi Chang & Yong-Jun Liu. (2013) Estimating the number of components in Gaussian mixture models adaptively for medical image. Optik 124:23, pages 6216-6221.
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Efthymios G. Tsionas. (2012) Maximum likelihood estimation of stochastic frontier models by the Fourier transform. Journal of Econometrics 170:1, pages 234-248.
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John Knight & Cathy Q. Ning. (2008) Estimation of the stochastic conditional duration model via alternative methods. Econometrics Journal 11:3, pages 593-616.
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Robert J. Elliott & Carlton-James U. Osakwe. (2006) Option Pricing for Pure Jump Processes with Markov Switching Compensators. Finance and Stochastics 10:2, pages 250-275.
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Samuel Kotz, Campbell B. Read, N. Balakrishnan, Brani Vidakovic & Norman L. Johnson. 2004. Encyclopedia of Statistical Sciences. Encyclopedia of Statistical Sciences.
Bernhard Klar & Simos G. Meintanis. (2005) Tests for normal mixtures based on the empirical characteristic function. Computational Statistics & Data Analysis 49:1, pages 227-242.
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Samuel Kotz, Campbell B. Read, N. Balakrishnan, Brani Vidakovic & Norman L. JohnsonSamuel Kotz. 2004. Encyclopedia of Statistical Sciences. Encyclopedia of Statistical Sciences.
Maria Semenova. (2006) What Jump Process to Use to Model S&P 500 Returns?. SSRN Electronic Journal.
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Michael Rockinger & Maria Semenova. (2005) Estimation of Jump-Diffusion Processes via Empirical Characteristic Functions. SSRN Electronic Journal.
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Jun Yu. (2003) Empirical Characteristic Function Estimation and its Applications. SSRN Electronic Journal.
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