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Implementing likelihood-based inference for fat-tailed distributions

✍ Scribed by M. Rekkas; A. Wong


Book ID
116494803
Publisher
Elsevier Science
Year
2008
Tongue
English
Weight
243 KB
Volume
5
Category
Article
ISSN
1544-6123

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Inference for heavy tailed distributions
✍ K.B. Athreya; S.N. Lahiri; Wei Wu πŸ“‚ Article πŸ“… 1998 πŸ› Elsevier Science 🌐 English βš– 585 KB

Let X ~, X 2 .... be a sequence of independent and identically distributed random variables in the domain of attraction of a stable law of order ~ and asymmetry parameter ft. This paper develops some large sample inference procedures for the population mean l/ and parameters ~ and ft. Three differen