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Estimating the parameters of an -stable distribution using the existence of moments of order statistics

โœ Scribed by Mohammadi, Mohammad; Mohammadpour, Adel


Book ID
121733927
Publisher
Elsevier Science
Year
2014
Tongue
English
Weight
380 KB
Volume
90
Category
Article
ISSN
0167-7152

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On the existence of moments of generaliz
โœ Erhard Cramer; Udo Kamps; Tomasz Rychlik ๐Ÿ“‚ Article ๐Ÿ“… 2002 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 108 KB

Su cient conditions for the existence of moments of generalized order statistics are established including an extension of Sen's theorem, which is valid in the very particular case of ordinary order statistics.