Efficient and robust estimation for the one-sided stable distribution of index \({1}/{2}\) (Q1427712)
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English | Efficient and robust estimation for the one-sided stable distribution of index \({1}/{2}\) |
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Efficient and robust estimation for the one-sided stable distribution of index \({1}/{2}\) (English)
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14 March 2004
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Empirical transform
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Influence function
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Laplace transform
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Robustness
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Stable law
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variable selection
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