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Efficient and robust estimation for the one-sided stable distribution of index (1)-(2)

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: 16 Nov 2021 09:45 UTC
Resource URI: https://kar.kent.ac.uk/id/eprint/6755 (The current URI for this page, for reference purposes)

University of Kent Author Information

Besbeas, Panagiotis.

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Morgan, Byron J. T..

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