{"created":"2021-03-01T07:02:22.546856+00:00","id":42480,"links":{},"metadata":{"_buckets":{"deposit":"08f367ef-2763-41c1-8da6-f42219e634d9"},"_deposit":{"id":"42480","owners":[],"pid":{"revision_id":0,"type":"depid","value":"42480"},"status":"published"},"_oai":{"id":"oai:repository.dl.itc.u-tokyo.ac.jp:00042480","sets":["62:7433:7434","9:7435:7436"]},"item_8_biblio_info_7":{"attribute_name":"書誌情報","attribute_value_mlt":[{"bibliographicIssueDates":{"bibliographicIssueDate":"2005-10","bibliographicIssueDateType":"Issued"},"bibliographicVolumeNumber":"CIRJE-F-384","bibliographic_titles":[{"bibliographic_title":"Discussion paper series. CIRJE-F"}]}]},"item_8_description_13":{"attribute_name":"フォーマット","attribute_value_mlt":[{"subitem_description":"application/pdf","subitem_description_type":"Other"}]},"item_8_description_5":{"attribute_name":"抄録","attribute_value_mlt":[{"subitem_description":"We consider goodness-of fit tests of symmetric stable distributions based on weighted integrals of the squared distance between the empirical characteristic function of the standardized data and the characteristic function of the standard symmetric stable distribution with the characteristic exponentα estimated from the data. We treat α as an unknown parameter, but for theoretical simplicity we also consider the case that α is fixed. For estimation of parameters and the standardization of data we use maximum likelihood estimator (MLE) and an equivariant integrated squared error estimator (EISE) which minimizes the weighted integral. We derive the asymptotic covariance function of the characteristic function process with parameters estimated by MLE and EISE. For the case of MLE, the eigenvalues of the covariance function are numerically evaluated and asymptotic distribution of the test statistic is obtained using complex integration. Simulation studies show that the asymptotic distribution of the test statistics is very accurate. We also present a formula of the asymptotic covariance function of the characteristic function process with parameters estimated by an efficient estimator for general distributions.","subitem_description_type":"Abstract"}]},"item_8_description_6":{"attribute_name":"内容記述","attribute_value_mlt":[{"subitem_description":"本文フィルはリンク先を参照のこと","subitem_description_type":"Other"}]},"item_8_publisher_20":{"attribute_name":"出版者","attribute_value_mlt":[{"subitem_publisher":"日本経済国際共同センター"}]},"item_8_relation_25":{"attribute_name":"関係URI","attribute_value_mlt":[{"subitem_relation_type_id":{"subitem_relation_type_id_text":"http://www.cirje.e.u-tokyo.ac.jp/research/dp/2005/2005cf384ab.html","subitem_relation_type_select":"URI"}}]},"item_8_source_id_10":{"attribute_name":"書誌レコードID","attribute_value_mlt":[{"subitem_source_identifier":"AA11450569","subitem_source_identifier_type":"NCID"}]},"item_8_subject_15":{"attribute_name":"日本十進分類法","attribute_value_mlt":[{"subitem_subject":"330","subitem_subject_scheme":"NDC"}]},"item_8_text_21":{"attribute_name":"出版者別名","attribute_value_mlt":[{"subitem_text_value":"Center for International Research on the Japanese Economy"}]},"item_8_text_4":{"attribute_name":"著者所属","attribute_value_mlt":[{"subitem_text_value":"University of Tokyo"}]},"item_access_right":{"attribute_name":"アクセス権","attribute_value_mlt":[{"subitem_access_right":"metadata only access","subitem_access_right_uri":"http://purl.org/coar/access_right/c_14cb"}]},"item_creator":{"attribute_name":"著者","attribute_type":"creator","attribute_value_mlt":[{"creatorNames":[{"creatorName":"Matsui, Muneya"}],"nameIdentifiers":[{"nameIdentifier":"97744","nameIdentifierScheme":"WEKO"}]},{"creatorNames":[{"creatorName":"Takemura, Akimichi"}],"nameIdentifiers":[{"nameIdentifier":"97745","nameIdentifierScheme":"WEKO"}]}]},"item_language":{"attribute_name":"言語","attribute_value_mlt":[{"subitem_language":"eng"}]},"item_resource_type":{"attribute_name":"資源タイプ","attribute_value_mlt":[{"resourcetype":"technical report","resourceuri":"http://purl.org/coar/resource_type/c_18gh"}]},"item_title":"Goodness-of-Fit Tests for Symmetric Stable Distributions : Empirical Characteristic Function Approach","item_titles":{"attribute_name":"タイトル","attribute_value_mlt":[{"subitem_title":"Goodness-of-Fit Tests for Symmetric Stable Distributions : Empirical Characteristic Function Approach"}]},"item_type_id":"8","owner":"1","path":["7436","7434"],"pubdate":{"attribute_name":"公開日","attribute_value":"2013-06-03"},"publish_date":"2013-06-03","publish_status":"0","recid":"42480","relation_version_is_last":true,"title":["Goodness-of-Fit Tests for Symmetric Stable Distributions : Empirical Characteristic Function Approach"],"weko_creator_id":"1","weko_shared_id":null},"updated":"2022-12-19T04:15:29.938381+00:00"}