Besbeas, P.T. and Morgan, B.J.T. (2004) Efficient and robust estimation for the one-sided stable distribution of index (1)-(2). Statistics & Probability Letters, 66 (3). pp. 251-257. ISSN 0167-7152 .
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| Official URL http://dx.doi.org/10.1016/j.spl.2003.10.013 |
Abstract
We show how the empirical Laplace transform provides a simple estimation procedure for the one-sided stable distribution of index 1/2 that is both efficient and robust.
| Item Type: | Article |
|---|---|
| Uncontrolled keywords: | empirical transform; influence function; Laplace transform; robustness; stable law; transform variable selection |
| Subjects: | Q Science > QA Mathematics (inc Computing science) |
| Divisions: | Faculties > Science Technology and Medical Studies > School of Mathematics Statistics and Actuarial Science > Statistics |
| Depositing User: | Judith Broom |
| Date Deposited: | 10 Sep 2008 14:54 |
| Last Modified: | 14 Jan 2010 14:25 |
| Resource URI: | http://kar.kent.ac.uk/id/eprint/6755 (The current URI for this page, for reference purposes) |
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