Parameter Estimation for the Discrete Stable Family

DOI10.1080/03610920701570298zbMath1135.62025OpenAlexW2035009392MaRDI QIDQ3499068

Alberto Baccini, Lucio Barabesi, Marzia Marcheselli

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

empirical probability generating functiondiscrete stable distribution

Mathematics Subject Classification ID

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

Related Items (12)

General solution of the chemical master equation and modality of marginal distributions for hierarchic first-order reaction networks ⋮ Integer valued stable random variables ⋮ A note on a universal random variate generator for integer-valued random variables ⋮ Censoring heavy-tail count distributions for parameter estimation with an application to stable distributions ⋮ Statistics for the Luria-Delbrück distribution ⋮ Fluctuation analysis on mutation models with birth-date dependence ⋮ The tempered discrete Linnik distribution ⋮ Modelling heavy-tailed count data using a generalised Poisson-inverse Gaussian family ⋮ Random variate generation and connected computational issues for the Poisson-Tweedie distribution ⋮ Some Simple Method of Estimation for the Parameters of the Discrete Stable Distribution with the Probability Generating Function ⋮ Statistical Analysis of the Hirsch Index ⋮ Discussion of ``On simulation and properties of the stable law by L. Devroye and L. James

Uses Software

• Mathematica

Cites Work

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• Discrete stable random variables
• A triptych of discrete distributions related to the stable law
• Tests of fit for discrete distributions based on the probability generating function
• Discrete scale-free distributions and associated limit theorems
• Applying the Horvitz-Thompson criterion in complex designs: A computer-intensive perspective for estimating inclusion probabilities
• Estimation in Univariate and Multivariate Stable Distributions
• Convergence of stochastic processes

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