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

B-Tier
Journal: Econometric Theory
Year: 1991
Volume: 7
Issue: 4
Pages: 519-529

Score contribution per author:

2.011 = (α=2.01 / 1 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

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.

Technical Details

RePEc Handle
repec:cup:etheor:v:7:y:1991:i:04:p:519-529_00
Journal Field
Econometrics
Author Count
1
Added to Database
2026-01-29