On some inferences of Lévy distribution

DOI10.16929/AS/2021.2529.172MaRDI QIDQ2138223zbMATH OpenFDO

Authors M. Ahsanullah, V. B. Nevzorov

Publication date 11 May 2022

Published in Afrika Statistika (Search for Journal in Brave)

Full work available at URL https://projecteuclid.org/journals/afrika-statistika/volume-16/issue-1/On-some-Inferences-of-L%c3%a9vy-Distribution/10.16929/as/2021.2529.172.full

zbMATH Keywords

momentsstable distributioncharacterizations

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Exact distribution theory in statistics (62E15) Characterization and structure theory of statistical distributions (62E10)

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Cites work

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Cited in

(9)

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• A geometric theory for Lévy distributions
• Exact and approximate expressions for the reliability of stable Lévy random variables with applications to stock market modelling
• A note on the fit for the levy distribution
• On the Lévy measure of the lognormal and the logCauchy distributions
• Two Lévy-type metrics for distribution functions
• Inference on the Lévy measure in case of noisy observations
• Inference on reliability \(P(Y < X)\) in the Levy distribution

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