Minimum-Distance Estimator for Stable Exponent

DOI10.1080/03610920802245733MaRDI QIDQ3622067zbMATH OpenOpenAlexFDO

Authors Zhaozhi Fan

Publication date 23 April 2009

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

Full work available at URL https://doi.org/10.1080/03610920802245733

zbMATH Keywords

\(U\)-statisticsCramér-von-Mises distanceKolmogorov-distanceminimum-distance estimatestable distribution

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Asymptotic properties of parametric estimators (62F12) Nonparametric estimation (62G05) Asymptotic properties of nonparametric inference (62G20) Order statistics; empirical distribution functions (62G30)

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Cited in

(2)

• Random weighting estimation of stable exponent
• Parametric estimation of quantile versions of Zenga and D inequality curves: methodology and application to Weibull distribution

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