Random weighting estimation of stable exponent
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Publication:2450853
DOI10.1007/s00184-013-0448-6zbMath1396.62031OpenAlexW2071100911MaRDI QIDQ2450853
Chengfan Gu, Shesheng Gao, Gaoge Hu, Yongmin Zhong
Publication date: 23 May 2014
Published in: Metrika (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00184-013-0448-6
asymptotic normalitystrong consistencyminimum distancestable distributionrandom weighting estimationstable exponent
Infinitely divisible distributions; stable distributions (60E07) Asymptotic properties of parametric estimators (62F12) Point estimation (62F10) Statistics of extreme values; tail inference (62G32)
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