On robustness and efficiency of certain statistics involving the empirical characteristic function |
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| Authors: | S. G. Meintanis G. S. Donatos |
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| Affiliation: | (1) Department of Economics, University of Athens, 8 Pesmazoglou Street, 105 59 Athens, Greece |
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| Abstract: | 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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| Keywords: | Asymptotic variance characteristic function influence function |
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