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Transformations to symmetry based on the probability weighted characteristic function

Transformations to symmetry based on the probability weighted characteristic function

We suggest a nonparametric version of the probability weighted empirical characteristic function (PWECF) introduced by Meintanis et al. [10] and use this PWECF in order to estimate the parameters of arbitrary transformations to symmetry.The almost sure consistency of the resulting estimators is shown.Finite-sample results for i.i.d.data are presented and are …