The confounding effects of distribution mixtures on some basic methods for handling stable-Paretian distributions (Q1278070): Difference between revisions

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+A Method for Simulating Stable Random Variables
@@ Property / cites work: A Method for Simulating Stable Random Variables / rank @@
+Normal rank
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+Estimating the stable index \(\alpha\) in order to measure tail thickness: a critique
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+Portfolio Analysis in a Stable Paretian Market
@@ Property / cites work: Portfolio Analysis in a Stable Paretian Market / rank @@
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+Parameter Estimates for Symmetric Stable Distributions
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+Regression-Type Estimation of the Parameters of Stable Laws
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+An iterative procedure for the estimation of the parameters of stable laws
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+Simple consistent estimators of stable distribution parameters
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/s0377-2217(95)00330-4
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+W2077214842
@@ Property / OpenAlex ID: W2077214842 / rank @@
+Normal rank