Efficient and robust estimation for the one-sided stable distribution of index \({1}/{2}\)

DOI10.1016/j.spl.2003.10.013zbMath1102.62323OpenAlexW2065911706MaRDI QIDQ1427712

Byron J. T. Morgan, Panagiotis Besbeas

Publication date: 14 March 2004

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2003.10.013

zbMATH Keywords

Laplace transformRobustnessStable lawvariable selectionInfluence functionEmpirical transform

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Point estimation (62F10) Robustness and adaptive procedures (parametric inference) (62F35)

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