Some Simple Method of Estimation for the Parameters of the Discrete Stable Distribution with the Probability Generating Function

DOI10.1080/03610910903202089zbMath1393.60023OpenAlexW2004875865MaRDI QIDQ3652741

Shu Mei Jiang, Louis G. Doray, Andrew Luong

Publication date: 16 December 2009

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610910903202089

zbMATH Keywords

truncationnormalityprobability generating functionasymptotic biaslinear regressionquadratic distance

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Characteristic functions; other transforms (60E10)

Related Items (5)

Integer valued stable random variables ⋮ Minimum distance estimators for count data based on the probability generating function with applications ⋮ Censoring heavy-tail count distributions for parameter estimation with an application to stable distributions ⋮ Unnamed Item ⋮ Discussion of ``On simulation and properties of the stable law by L. Devroye and L. James

Cites Work

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• Mixture representations for symmetric generalized Linnik laws
• Discrete stable random variables
• Inference for the positive stable laws based on a special quadratic distance
• Empirical probability generating function. An overview
• Discrete analogues of self-decomposability and stability
• Generalized hypergeometric, digamma and trigamma distributions
• Stable densities under change of scale and total variation inequalities
• A triptych of discrete distributions related to the stable law
• Scaled Sibuya distribution and discrete self-decomposability
• Parameter Estimation for the Discrete Stable Family
• Mixture representations for discrete Linnik laws

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