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Inference for the positive stable laws based on a special quadratic distance - MaRDI portal

Inference for the positive stable laws based on a special quadratic distance (Q537232)

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scientific article; zbMATH DE number 5898002
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Inference for the positive stable laws based on a special quadratic distance
scientific article; zbMATH DE number 5898002

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    Inference for the positive stable laws based on a special quadratic distance (English)
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    19 May 2011
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    moment-cumulant estimators
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    negative moments
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    Laplace transform
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    quadratic distance
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    consistency
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    asymptotic normality
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    efficiency
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    goodness-of-fit
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    Gauss-Newton algorithm
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