Parameter Estimation for the Discrete Stable Family

DOI10.1080/03610920701570298MaRDI QIDQ3499068zbMATH OpenOpenAlexFDO

Authors Marzia Marcheselli, Alberto Baccini, Lucio Barabesi

Publication date 19 May 2008

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

Full work available at URL https://doi.org/10.1080/03610920701570298

zbMATH Keywords

discrete stable distributionempirical probability generating function

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Characteristic functions; other transforms (60E10) Nonparametric estimation (62G05) Asymptotic properties of nonparametric inference (62G20)

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Cites work

• A triptych of discrete distributions related to the stable law
• Applying the Horvitz-Thompson criterion in complex designs: A computer-intensive perspective for estimating inclusion probabilities
• Convergence of stochastic processes
• Discrete scale-free distributions and associated limit theorems
• Discrete stable random variables
• Estimation in Univariate and Multivariate Stable Distributions
• scientific article; zbMATH DE number 1292563 (Why is no real title available?)
• scientific article; zbMATH DE number 2031102 (Why is no real title available?)
• Tests of fit for discrete distributions based on the probability generating function

Cited in

(17)

• General solution of the chemical master equation and modality of marginal distributions for hierarchic first-order reaction networks
• Fluctuation analysis on mutation models with birth-date dependence
• The tempered discrete Linnik distribution
• Statistics for the Luria-Delbrück distribution
• Modelling heavy-tailed count data using a generalised Poisson-inverse Gaussian family
• Discussion of ``On simulation and properties of the stable law by L. Devroye and L. James
• Statistical analysis of the Hirsch index
• Some simple method of estimation for the parameters of the discrete stable distribution with the probability generating function
• Integer valued stable random variables
• Approximated maximum likelihood estimation of parameters of discrete stable family
• Censoring heavy-tail count distributions for parameter estimation with an application to stable distributions
• A heavy-tailed model for analyzing miRNA-seq raw read counts
• New contribution to Luria-Delbrück distribution. Stability property and estimation
• Estimation and goodness-of-fit testing for non-negative random variables with explicit Laplace transform
• Random variate generation and connected computational issues for the Poisson-Tweedie distribution
• A note on a universal random variate generator for integer-valued random variables
• A class of discrete distributions induced by stable laws

Describes a project that uses

Uses Software

• Mathematica

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