Efficiency of a certain modification of the studentized range of symmetric stable random variables

DOI10.1007/S10958-017-3641-8zbMath1383.62047OpenAlexW2780160724MaRDI QIDQ1708341

Pavel N. Sapozhnikov

Publication date: 5 April 2018

Published in: Journal of Mathematical Sciences (New York) (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10958-017-3641-8

zbMATH Keywords

symmetric stable random variablesstudentized rangenormalized sums

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Stable stochastic processes (60G52)

Cites Work

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• Fourier analysis of distribution functions. A mathematical study of the Laplace-Gaussian law
• [https://portal.mardi4nfdi.de/wiki/Publication:3896292 �ber notwendige und hinreichende Bedingungen f�r Konvergenzgeschwindigkeitsaussagen im Falle einer stabilen Grenzverteilung]
• Parameter Estimates for Symmetric Stable Distributions

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