On the skewness parameter estimation for stable distributions

MaRDI QIDQ3452089zbMATH OpenFDO

Authors

Publication date 18 November 2015

Full work available at URL http://math-mprf.org/journal/articles/id1370/

zbMATH Keywords

Pareto distributionskewness parameterstable distribution

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Parametric inference (62F99)

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Cited in

(12)

• Statistical inference for the location and scale parameters of the skew normal distribution
• A generalized skewness statistic for stationary ergodic martingale differences
• A consistent estimator for skewness of partial sums of dependent data
• Large sample confidence intervals for the skewness parameter of the skew-normal distribution based on Fisher's transformation
• Indirect Estimation of α-Stable Distributions and Processes
• Method to estimate index of skewness and dispersion of \(\alpha \)-stable distribution
• Robust and efficient estimation of the shape parameter of alpha-stable distributions
• Explicit and combined estimators for parameters of stable distributions
• Parameter estimation for univariate Skew-Normal distribution based on the modified empirical characteristic function
• A new estimator of skewness parameter in stable distribution
• scientific article; zbMATH DE number 5019954 (Why is no real title available?)
• A MEAN-VARIANCE-SKEWNESS MODEL: ALGORITHM AND APPLICATIONS

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