On estimation of Student distribution center with a small number of degrees of freedom

DOI10.1007/S10958-013-1228-6MaRDI QIDQ354849zbMATHOpenAlexFDO

Authors V. Yu. Korolev, Vladimir E. Bening

Publication date 22 July 2013

Published in Journal of Mathematical Sciences (New York) (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10958-013-1228-6

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Asymptotic properties of parametric estimators (62F12)

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• scientific article; zbMATH DE number 3763048 (Why is no real title available?)
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• Approximation Theorems of Mathematical Statistics
• Asymptotic expansions for the power of distribution free tests in the one-sample problem
• Asymptotic properties of estimators of a location parameter
• Estimates of Location Based on Rank Tests
• Fisher information and the Pitman estimator of a location parameter
• On Some Robust Estimates of Location
• Robust Estimation of a Location Parameter

Cited in

(3)

• Inconsistency of estimate of the degree of freedom of multivariate Student-\(t\) disturbances in linear regression models
• On estimating the center of the Student distribution with a small number degrees of freedom
• On the behavior of mle of the scale parameter of the student family

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