scientific article; zbMATH DE number 903869

zbMATH Open0846.62044MaRDI QIDQ4885508FDOQ4885508

Svetlozar T. Rachev, Joseph Melamed, L. B. Klebanov

Publication date: 15 July 1996

Title of this publication is not available (Why is that?)

Recommendations

• scientific article; zbMATH DE number 3911476
• scientific article; zbMATH DE number 3958432
• Simple consistent estimators of stable distribution parameters
• Modified weighted squared error estimation procedures with special emphasis on the stable laws
• Comparison of estimators in stable models.

zbMATH Keywords

asymptotic normalityconsistencyasymptotic efficiencypartial informationstable lawmodified method of scoring

Mathematics Subject Classification ID

Point estimation (62F10) Estimation in multivariate analysis (62H12)

Cited In (8)

• Title not available (Why is that?)
• On stable laws for estimating functions and derived estimators
• Title not available (Why is that?)
• Simple consistent estimators of stable distribution parameters
• Stable modeling of value at risk
• Wavelet-based estimation for univariate stable laws
• Title not available (Why is that?)
• Modified weighted squared error estimation procedures with special emphasis on the stable laws

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4885508)