Tests for the Chacteristic Exponent and the Scale Parameter of Symmetric Stable Distributions

DOI10.1080/03610919008812929zbMath0850.62218OpenAlexW2094440404MaRDI QIDQ4019145

Helena Iglèsias Pereira

Publication date: 16 January 1993

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

Full work available at URL: https://doi.org/10.1080/03610919008812929

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03)

Related Items (3)

Almost isometric operators: functional model, invariant subspaces, commutant ⋮ Locally most powerful two-sample rank tests for Lévy distributions ⋮ On robustness and efficiency of certain statistics involving the empirical characteristic function

Cites Work

• Unnamed Item
• A goodness-of-fit test of simple hypotheses based on the empirical characteristic function
• Estimation of location and scale in Cauchy distributions using the empirical characteristic function
• The estimation of the parameters of the stable laws

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