Modified weighted squared error estimation procedures with special emphasis on the stable laws

DOI10.1080/03610918508812483zbMath0609.62038OpenAlexW1972214357MaRDI QIDQ3749914

T. A. Delehanty, A. S. Paulson

Publication date: 1985

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918508812483

zbMATH Keywords

iterative procedureconsistencycharacteristic functionsstable lawsasymptotic efficiencylocationskewnesspeakednessscaleasymptotically normalminimum chi square type estimationmodified minimum distance procedure

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Point estimation (62F10) Characteristic functions; other transforms (60E10)

Related Items (1)

Empirical Characteristic Function Estimation and Its Applications

Cites Work

• Parameter estimation using transform estimation in time-evolving models
• Bootstrap methods: another look at the jackknife
• Parameter Estimation for Symmetric Stable Distribution
• Inferential Procedures in Stable Distributions for Class Frequency Data on Incomes
• Stable Distributions in Statistical Inference: 2. Information from Stably Distributed Samples
• CORRIGENDA
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