ESTIMATION FOR THE POSITIVE STABLE LAWS, I

DOI10.1111/j.1467-842X.1979.tb01128.xzbMath0443.62017MaRDI QIDQ3886659

Bruce M. Brown, Peter J. Brockwell

Publication date: 1979

Published in: Australian Journal of Statistics (Search for Journal in Brave)

zbMATH Keywords

locationextreme value distributionrelative efficiencystable distributionscalelinear combinations of order statisticsrandomized estimates

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Point estimation (62F10) Order statistics; empirical distribution functions (62G30)

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Inference for the positive stable laws based on a special quadratic distance, The logit-stable distributions and latent utility scales in categorical data applications, Comparison of estimators in stable models.