Minimum-Distance Estimator for Stable Exponent

DOI10.1080/03610920802245733zbMath1159.62018OpenAlexW2072798706MaRDI QIDQ3622067

Zhaozhi Fan

Publication date: 23 April 2009

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610920802245733

zbMATH Keywords

\(U\)-statisticsstable distributionKolmogorov-distanceCramér-von-Mises distanceminimum-distance estimate

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Asymptotic properties of parametric estimators (62F12) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Order statistics; empirical distribution functions (62G30)

Related Items (1)

Random weighting estimation of stable exponent

Cites Work

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