The confounding effects of distribution mixtures on some basic methods for handling stable-Paretian distributions
type: Item
instance of: scholarly article
title: The confounding effects of distribution mixtures on some basic methods for handling stable-Paretian distributions
zbMATH Open document ID: 1013.91507
DOI: 10.1016/S0377-2217(95)00330-4
author: Hon-Shiang Lau
author: Amy Hing-Ling Lau
published in: European Journal of Operational Research
publication date: 1999-02-22T00:00:00Z
Mathematics Subject Classification ID: 91B28
zbMATH DE Number: 1252696
zbMATH Keywords: finance
zbMATH Keywords: stable-Paretian distribution
zbMATH Keywords: mixture of distributions
MaRDI profile type: Publication
cites work: A Method for Simulating Stable Random Variables
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cites work: Regression-Type Estimation of the Parameters of Stable Laws
cites work: An iterative procedure for the estimation of the parameters of stable laws
cites work: Simple consistent estimators of stable distribution parameters
full work available at URL: s0377-2217(95)00330-4
OpenAlex ID: W2077214842
description: scientific article; zbMATH DE number 1252696