A characteristic function-based approach to approximate maximum likelihood estimation

DOI10.1080/03610926.2017.1348523OpenAlexW2737425789MaRDI QIDQ5160244

Marco Bee, Luca Trapin

Publication date: 28 October 2021

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

Full work available at URL: https://doi.org/10.1080/03610926.2017.1348523

zbMATH Keywords

characteristic functionsummary statisticsintractable likelihood\(\kappa\)-nearest neighbor entropy

Mathematics Subject Classification ID

Point estimation (62F10) Parametric inference (62F99)

Related Items (4)

Goodness-of-fit test for \(\alpha\)-stable distribution based on the quantile conditional variance statistics ⋮ Some analytical results on bivariate stable distributions with an application in operational risk ⋮ Unsupervised mixture estimation via approximate maximum likelihood based on the Cramér-von Mises distance ⋮ The truncated g-and-h distribution: estimation and application to loss modeling

Uses Software

• abctools
• StableEstim
• GEVStableGarch

Cites Work

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