Weighted estimation of the location parameter of a symmetric stable distribution: theory and methods

MaRDI QIDQ4686994zbMATH OpenFDO

Authors J. Martin van Zyl, Robert Schall

Publication date 10 October 2018

Full work available at URL https://hdl.handle.net/10520/EJC99120

zbMATH Keywords

numerical integrationstable distributionlocation parameterweighted estimationfree state

Mathematics Subject Classification ID

Point estimation (62F10)

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Cited in

(5)

• Random weighting estimation of stable exponent
• Weighted similarity tests for location-scale families of stable distributions
• Asymptotically efficient estimation of location for a symmetric stable law
• When is a weighted average of ordered sample elements a maximum likelihood estimator of the location parameter?
• Flexible-dimensional L-statistic for mean estimation of symmetric distributions

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