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

DOI10.1016/j.stamet.2008.05.004zbMath1220.62033OpenAlexW2137357932MaRDI QIDQ537232

Louis G. Doray, Andrew Luong

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 transformconsistencyasymptotic normalityefficiencygoodness-of-fitGauss-Newton algorithmnegative momentsmoment-cumulant estimatorsquadratic distance

Mathematics Subject Classification ID

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Semiparametric analysis of multivariate panel count data with dependent observation processes and a terminal event ⋮ Inference for the Generalized Normal Laplace Distribution ⋮ Cramér–Von Mises distance estimation for some positive infinitely divisible parametric families with actuarial applications ⋮ The compound truncated Poisson Cauchy model: a descriptor for multimodal data ⋮ Inference for a leptokurtic symmetric family of distributions represented by the difference of two gamma variates ⋮ Some Simple Method of Estimation for the Parameters of the Discrete Stable Distribution with the Probability Generating Function ⋮ Analyzing panel count data with a dependent observation process and a terminal event ⋮ A Marginal Additive Rates Model for Recurrent Event Data with a Terminal Event

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• ESTIMATION FOR THE POSITIVE STABLE LAWS, I
• High-Efficiency Estimation for the Positive Stable Laws
• The integrated squared error estimation of parameters

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