SOME EXTENSIONS OF A LEMMA OF KOTLARSKI

B-Tier
Journal: Econometric Theory
Year: 2012
Volume: 28
Issue: 4
Pages: 925-932

Authors (2)

Evdokimov, Kirill (not in RePEc) White, Halbert

Score contribution per author:

1.005 = (α=2.01 / 2 authors) × 1.0x B-tier

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

Abstract

This note demonstrates that the conditions of Kotlarski’s (1967, Pacific Journal of Mathematics 20(1), 69–76) lemma can be substantially relaxed. In particular, the condition that the characteristic functions of M, U1, and U2 are nonvanishing can be replaced with much weaker conditions: The characteristic function of U1 can be allowed to have real zeros, as long as the derivative of its characteristic function at those points is not also zero; that of U2 can have an isolated number of zeros; and that of M need satisfy no restrictions on its zeros. We also show that Kotlarski’s lemma holds when the tails of U1 are no thicker than exponential, regardless of the zeros of the characteristic functions of U1, U2, or M.

Technical Details

RePEc Handle
repec:cup:etheor:v:28:y:2012:i:04:p:925-932_00
Journal Field
Econometrics
Author Count
2
Added to Database
2026-01-29