Inference for the positive stable laws based on a special quadratic distance

DOI10.1016/J.STAMET.2008.05.004MaRDI QIDQ537232zbMATHOpenAlexFDO

Authors Andrew Luong, Louis G. Doray

Publication date 19 May 2011

Published in Statistical Methodology (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.stamet.2008.05.004

zbMATH Keywords

Laplace transformasymptotic normalityconsistencyefficiencygoodness-of-fitnegative momentsGauss-Newton algorithmmoment-cumulant estimatorsquadratic distance

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Nonparametric estimation (62G05) Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20)

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Cites work

• scientific article; zbMATH DE number 47310 (Why is no real title available?)
• scientific article; zbMATH DE number 3458075 (Why is no real title available?)
• scientific article; zbMATH DE number 3349081 (Why is no real title available?)
• A triptych of discrete distributions related to the stable law
• Bounds and expansions for Fisher information when the moments are known
• ESTIMATION FOR THE POSITIVE STABLE LAWS, I
• High-Efficiency Estimation for the Positive Stable Laws
• Minimum-distance methods based on quadratic distances for transforms
• On statistical transform methods and their efficiency
• Quasi-likelihood and its application. A general approach to optimal parameter estimation
• Stable densities under change of scale and total variation inequalities
• Survival models for heterogeneous populations derived from stable distributions
• The integrated squared error estimation of parameters

Cited in

(11)

• Moment-type estimation for positive stable laws with applications
• Analyzing panel count data with a dependent observation process and a terminal event
• Some simple method of estimation for the parameters of the discrete stable distribution with the probability generating function
• The compound truncated Poisson Cauchy model: a descriptor for multimodal data
• Cramér–Von Mises distance estimation for some positive infinitely divisible parametric families with actuarial applications
• A marginal additive rates model for recurrent event data with a terminal event
• Application of the Pareto positive stable distribution in insurance claim
• Inference for the generalized normal Laplace distribution
• Inference for a leptokurtic symmetric family of distributions represented by the difference of two gamma variates
• General quadratic distance methods for discrete distributions definable recursively.
• Semiparametric analysis of multivariate panel count data with dependent observation processes and a terminal event

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