HIGH-EFFICIENCY ESTIMATION FOR THE POSITIVE STABLE LAWS

被引：11

作者：

BROCKWELL, PJ ^{[1
]}

BROWN, BM ^{[1
]}

机构：

[1] LA TROBE UNIV,BUNDOORA,VIC 3083,AUSTRALIA

来源：

JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION | 1981年 / 76卷 / 375期

关键词：

D O I：

10.2307/2287521

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

引用

页码：626 / 631

页数：6

共 10 条

[1] EXPANSIONS FOR POSITIVE STABLE LAWS [J].

BROCKWELL, PJ ;

BROWN, BM .

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[2]

BROCKWELL PJ, 1979, AUSTR J STAT, V21, P139

[3] STABLE DISTRIBUTIONS IN STATISTICAL-INFERENCE .2. INFORMATION FROM STABLY DISTRIBUTED SAMPLES [J].

DUMOUCHEL, WH .

JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1975, 70 (350) :386-393

[4] ASYMPTOTIC NORMALITY OF MAXIMUM-LIKELIHOOD ESTIMATE WHEN SAMPLING FROM A STABLE DISTRIBUTION [J].

DUMOUCHEL, WH .

ANNALS OF STATISTICS, 1973, 1 (05) :948-957

[5]

Feller W., 2008, INTRO PROBABILITY TH

[6]

JARRETT RG, 1973, THESIS U LONDON

[7]

Kufner A., 1971, FOURIER SERIES

[8] ESTIMATION OF PARAMETERS OF STABLE LAWS [J].

PAULSON, AS ;

HOLCOMB, EW ;

LEITCH, RA .

BIOMETRIKA, 1975, 62 (01) :163-170

[9] ESTIMATION IN UNIVARIATE AND MULTIVARIATE STABLE DISTRIBUTIONS [J].

PRESS, SJ .

JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1972, 67 (340) :842-846

[10]

[No title captured]

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