稳定分布指数的一个简单渐近估计

A Simple Asymptotic Estimate for the Index of a Stable Distribution

Journal of the Royal Statistical Society. Series B: Statistical Methodology · 1980
被引 105
ABS 4

中文导读

基于吸引域内分布的次序统计量,构造了稳定分布指数的简单渐近估计,并给出了该估计在来自稳定分布本身时的渐近分布。

Abstract

Summary A simple asymptotic estimate is constructed for the index of a stable distribution based on order statistics from a distribution in its domain of attraction. The asymptotic distribution of the estimate is then found in case the order statistics are taken from the stable distribution itself.

统计学渐近分析稳定分布顺序统计量