Simulation of Estimates Using the Empirical Characteristic Function
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Publication:4725494
DOI10.2307/1403191zbMath0616.62033OpenAlexW2042326448MaRDI QIDQ4725494
Publication date: 1987
Published in: International Statistical Review / Revue Internationale de Statistique (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/1403191
parameter estimationcharacteristic functionsempirical characteristic functionsimulation studylong-tailed distributionssymmetric distributionsquadratic form minimization procedure
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