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An iterative procedure for the estimation of the parameters of stable laws. (English) Zbl 0474.62028


MSC:

62F10 Point estimation
65C05 Monte Carlo methods
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References:

[1] Chambers J.M., J. Amer. Statist. Assoc 71 pp 340– (1976) · doi:10.1080/01621459.1976.10480344
[2] Fama E.F., J. Amer. Statist. Assoc 63 pp 817– (1968) · doi:10.2307/2283875
[3] Fama E.F., J. Amer. Statist. Assoc 66 pp 331– (1971) · doi:10.1080/01621459.1971.10482264
[4] Heathcote C.R., Biometrika 64 pp 255– (1977) · Zbl 0364.62025 · doi:10.1093/biomet/64.2.255
[5] Kendall M.G., The Advanced Theory of Statistics (1977)
[6] Koutrouvelis I.A., J. Amer. Statist. Assoc (1980)
[7] Paulson A.S., Biometrika 62 pp 163– (1975) · Zbl 0309.62017 · doi:10.1093/biomet/62.1.163
[8] Press S.J., J. Amer. Statist. Assoc 67 pp 842– (1972) · doi:10.1080/01621459.1972.10481302
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