Statistical analysis of multiplicative schemes: Basic distributions

DOI10.1023/A:1009424705713zbMath1009.62013OpenAlexW147532773MaRDI QIDQ5942028

Alexey V. Antonov, V. Yu. Kotlyar

Publication date: 5 May 2003

Published in: Cybernetics and Systems Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1009424705713

zbMATH Keywords

confidence intervalsgeometrical expectationslogarithmically normal distributionsM-estimatessuperefficiencyunbiasedness

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Exact distribution theory in statistics (62E15)

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