Univariate Stable Distributions

DOI10.1007/978-3-030-52915-4zbMath1455.62003OpenAlexW3086242280MaRDI QIDQ5119155

Publication date: 3 September 2020

Published in: Springer Series in Operations Research and Financial Engineering (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-030-52915-4

zbMATH Keywords

estimation signal processing regression stable distribution generalized central limit theorem univariate distribution heavy tailed data

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Asymptotic properties of parametric estimators (62F12) Linear regression; mixed models (62J05) Point estimation (62F10) Exact distribution theory in statistics (62E15) Statistics of extreme values; tail inference (62G32) General nonlinear regression (62J02) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01) Probability distributions: general theory (60E05) Characterization and structure theory of statistical distributions (62E10) Statistical tables (62Q05)

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