Parameter estimation and random number generation to stable distributions

zbMATH Open1245.60021MaRDI QIDQ2909009

Csilla Csendes

Publication date: 29 August 2012

zbMATH Keywords

stable distributionsrandom number generationcharacteristic exponent \(\alpha\)

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Nonparametric robustness (62G35) Robustness and adaptive procedures (parametric inference) (62F35)

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