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υp-strictly stable laws and estimation of their parameters

Part of the Lecture Notes in Mathematics book series (LNM,volume 1233)

Keywords

  • Random Vector
  • Vector Parameter
  • Stable Distribution
  • Gaussian Random Function
  • Multivariate Central Limit Theorem

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References

  1. L.B. Klebanov, G.M. Manija, J.A. Melamed. The analogies of infinitely devisible and stable laws for the sums of a random number of random variables (in Russian). — Abstracts of Communications of the IV International Vilnius Conference on Probability Theory and Mathematical Statistics (June 24–29, 1985), vol. 2, pp. 40–41, Vilnius, 1985.

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  3. L.B. Klebanov, G.M. Manija, J.A. Melamed. V.M. Zolotarev's problem and analogies of infinitely divisible and stable distributions in the scheme of summation of a random number of random variables (in Russian).-Theor. Verojatnost. i Prim., 29, 4, 1984, pp. 757–760.

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  4. L.B. Klebanov, J.A. Melamed. On stable estimation of parameters by the modified scoring method.-Proceedings of the Third Prague Symposium on Asymtotic Statistics (29 August — 2 September, 1983). Elsevier Science Publishers B.V. Amsterdam-New York-Oxford, 1984, pp. 347–354.

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  5. A.M. Kagan. Fisher information contained in a finite-dimensional linear space and the correct version of the method of moments (in Russian).-Problemy Peredači Informacii, 12, 2, 1976, pp. 20–42.

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  6. V.M. Zolotarev. Univariate stable distributions (in Russian). Moscow, Nauka, 1983.

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  7. Yu.A. Koshevnik. On the asymptotic properties of non-parametric estimators of a characteristic function (in Russian).-Zap. Naučn. Sem. Leningrad. Otdel. Mat. Inst. Steklov (LOMI), vol. 136, 1984, pp. 97–112, Leningrad, Nauka.

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© 1987 Springer-Verlag

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Klebanov, L.B., Melamed, J.A., Manija, C.M. (1987). υp-strictly stable laws and estimation of their parameters. In: Kalashnikov, V.V., Penkov, B., Zolotarev, V.M. (eds) Stability Problems for Stochastic Models. Lecture Notes in Mathematics, vol 1233. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0072707

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  • DOI: https://doi.org/10.1007/BFb0072707

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-17204-8

  • Online ISBN: 978-3-540-47394-7

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