Linear regression with stably distributed residuals

DOI10.1080/03610929308831046zbMath0800.62375OpenAlexW1972221842MaRDI QIDQ4275793

Paul V. Preckel, B. Wade Brorsen

Publication date: 20 January 1994

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

Full work available at URL: https://doi.org/10.1080/03610929308831046

Mathematics Subject Classification ID

Linear regression; mixed models (62J05)

Related Items (1)

Maximum likelihood estimation of stable Paretian models.

Uses Software

• MINOS

Cites Work

• Simple consistent estimators of stable distribution parameters
• Regression-Type Estimation of the Parameters of Stable Laws
• An iterative procedure for the estimation of the parameters of stable laws
• Maximum Likelihood Estimates of Symmetric Stable Distribution Parameters
• The estimation of the parameters of the stable laws
• Stable Distributions in Statistical Inference: 2. Information from Stably Distributed Samples
• A Method for Simulating Stable Random Variables
• Parameter Estimates for Symmetric Stable Distributions

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