Besbeas, Panagiotis, Morgan, Byron 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. (doi:10.1016/j.spl.2003.10.013) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:6755)
| The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided. | |
| 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 |
|---|---|
| DOI/Identification number: | 10.1016/j.spl.2003.10.013 |
| Uncontrolled keywords: | empirical transform; influence function; Laplace transform; robustness; stable law; transform variable selection |
| Subjects: | Q Science > QA Mathematics (inc Computing science) |
| Divisions: | Divisions > Division of Computing, Engineering and Mathematical Sciences > School of Mathematics, Statistics and Actuarial Science |
| Depositing User: | Judith Broom |
| Date Deposited: | 10 Sep 2008 14:54 UTC |
| Last Modified: | 05 Nov 2024 09:39 UTC |
| Resource URI: | https://kar.kent.ac.uk/id/eprint/6755 (The current URI for this page, for reference purposes) |
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