Linear regression with stably distributed residuals

DOI10.1080/03610929308831046MaRDI QIDQ4275793zbMATH OpenOpenAlexFDO

Authors B. Wade Brorsen, Paul V. Preckel

Publication date 20 January 1994

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610929308831046

Mathematics Subject Classification ID

Linear regression; mixed models (62J05)

Cites work

• A Method for Simulating Stable Random Variables
• An iterative procedure for the estimation of the parameters of stable laws
• Maximum Likelihood Estimates of Symmetric Stable Distribution Parameters
• Parameter Estimates for Symmetric Stable Distributions
• Regression-Type Estimation of the Parameters of Stable Laws
• Simple consistent estimators of stable distribution parameters
• Stable Distributions in Statistical Inference: 2. Information from Stably Distributed Samples
• The estimation of the parameters of the stable laws

Cited in

(1)

• Maximum likelihood estimation of stable Paretian models.

Describes a project that uses

Uses Software

• MINOS

This page was built for publication: Linear regression with stably distributed residuals

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4275793)