A Median-Unbiased Estimator of the Characteristic Exponent of a Symmetric Stable Distribution

DOI10.1080/02331880008802721zbMath1157.62351OpenAlexW2055146307MaRDI QIDQ4521569

Ryszard Zieliński

Publication date: 3 January 2001

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331880008802721

zbMATH Keywords

Stable distributionsMedian-unbiased estimationFama-Roll estimator

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Point estimation (62F10)

Cites Work

• Best equivariant nonparametric estimator of a quantile
• A Distribution-Free Median-Unbiased Quantile Estimator
• Parameter Estimates for Symmetric Stable Distributions
• Unnamed Item

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