A Simple Asymptotic Estimate for the Index of a Stable Distribution
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。
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.