从特征函数到分布函数:一个简单的理论框架

From Characteristic Function to Distribution Function: A Simple Framework for the Theory

Econometric Theory · 1991
被引 184 · 同刊同年前 6%
人大 A-ABS 4

中文导读

建立了一个统一框架,用于研究如何从特征函数计算分布函数,并提出了Gurland和Gil-Pelaez单变量反演定理的新证明方法,进而推导出多变量反演定理。

Abstract

A unified framework is established for the study of the computation of the distribution function from the characteristic function. A new approach to the proof of Gurland's and Gil-Pelaez's univariate inversion theorem is suggested. A multivariate inversion theorem is then derived using this technique.

特征函数分布函数反演定理多元反演