✦ LIBER ✦

Estimating the index of a stable distribution

✍ Scribed by L. de Haan; T.Themido Pereira

Publisher: Elsevier Science
Year: 1999
Tongue: English
Weight: 600 KB
Volume: 41
Category: Article
ISSN: 0167-7152
DOI: 10.1016/s0167-7152(98)00120-5

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✦ Synopsis

An estimator is proposed for the index a of a stable distribution (0 < a ~< 2) and the asymmetry parameter p (0 ~< p ~< 1 ) based on a sample from a probability distribution in the domain of attraction of the stable distribution.

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