{"created":"2021-03-01T07:02:39.805325+00:00","id":42735,"links":{},"metadata":{"_buckets":{"deposit":"499cbf28-a404-42d0-ad57-ad3b484887ab"},"_deposit":{"id":"42735","owners":[],"pid":{"revision_id":0,"type":"depid","value":"42735"},"status":"published"},"_oai":{"id":"oai:repository.dl.itc.u-tokyo.ac.jp:00042735","sets":["62:7433:7434","9:7435:7436"]},"item_8_biblio_info_7":{"attribute_name":"書誌情報","attribute_value_mlt":[{"bibliographicIssueDates":{"bibliographicIssueDate":"2003-06","bibliographicIssueDateType":"Issued"},"bibliographicVolumeNumber":"2003-CF-226","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 Cauchy distribution based on weighted integrals of the squared distance of the difference between the empirical characteristic function of the standardized data and the characteristic function of the standard Cauchy distribution. For standardization of data Gurtler and Henze (2000) used the median and the interquartile range. In this paper we use maximum likelihood estimator (MLE)and an equivariant integrated squared error estimator (EISE), which minimizes the weighted integral. We derive an explicit form of the asymptotic covariance function of the characteristic function process with parameters estimated by MLE or EISE. The eigenvalues of the covariance function are numerically evaluated and the asymptotic distribution of the test statistics are obtained by the residue theorem. Simulation study shows that the proposed tests compare well to tests proposed by Gurtler and Henze (2000) and more traditional tests based on the empirical distribution function.","subitem_description_type":"Abstract"}]},"item_8_description_6":{"attribute_name":"内容記述","attribute_value_mlt":[{"subitem_description":"Annals of Institute of Statistical Mathematics. Institute of Statistical Mathematics. 所収予定.","subitem_description_type":"Other"},{"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/2003/2003cf226ab.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":"98287","nameIdentifierScheme":"WEKO"}]},{"creatorNames":[{"creatorName":"Takemura, Akimichi"}],"nameIdentifiers":[{"nameIdentifier":"98288","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":"Empirical Characteristic Function Approach to Goodness-of-Fit Tests for the Cauchy Distribution with Parameters Estimated by MLE or EISE","item_titles":{"attribute_name":"タイトル","attribute_value_mlt":[{"subitem_title":"Empirical Characteristic Function Approach to Goodness-of-Fit Tests for the Cauchy Distribution with Parameters Estimated by MLE or EISE"}]},"item_type_id":"8","owner":"1","path":["7436","7434"],"pubdate":{"attribute_name":"公開日","attribute_value":"2017-01-17"},"publish_date":"2017-01-17","publish_status":"0","recid":"42735","relation_version_is_last":true,"title":["Empirical Characteristic Function Approach to Goodness-of-Fit Tests for the Cauchy Distribution with Parameters Estimated by MLE or EISE"],"weko_creator_id":"1","weko_shared_id":null},"updated":"2022-12-19T04:16:41.339358+00:00"}