Exact confidence sets and goodness-of-fit methods for stable distributions (Q2451779): Difference between revisions
From MaRDI portal
ReferenceBot (talk | contribs) Changed an Item |
Normalize DOI. |
||
| Property / DOI | |||
| Property / DOI: 10.1016/j.jeconom.2014.02.003 / rank | |||
| Property / DOI | |||
| Property / DOI: 10.1016/J.JECONOM.2014.02.003 / rank | |||
Normal rank | |||
Latest revision as of 17:40, 18 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Exact confidence sets and goodness-of-fit methods for stable distributions |
scientific article |
Statements
Exact confidence sets and goodness-of-fit methods for stable distributions (English)
0 references
4 June 2014
0 references
stable distribution
0 references
skewness
0 references
asymmetry
0 references
exact test
0 references
Monte Carlo test
0 references
specification test
0 references
goodness-of-fit
0 references
tail parameter
0 references
electricity price
0 references
0 references
0 references
