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

zbMATH Open1397.62099MaRDI QIDQ4686994FDOQ4686994

Authors: J. Martin van Zyl, Robert Schall 

Publication date: 10 October 2018

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

Recommendations

• Asymptotically efficient estimation of location for a symmetric stable law
• Comparison of estimators in stable models.
• On weighted randomly trimmed means
• Modified weighted squared error estimation procedures with special emphasis on the stable laws
• Random weighting estimation of stable exponent

zbMATH Keywords

numerical integrationstable distributionlocation parameterweighted estimationfree state

Mathematics Subject Classification ID

Point estimation (62F10)

Cited In (4)

• Random weighting estimation of stable exponent
• 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?
• Weighted similarity tests for location-scale families of stable distributions

This page was built for publication: Weighted estimation of the location parameter of a symmetric stable distribution: theory and methods

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4686994)