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On the estimation of location and scale parameters of stable laws

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Part of the Lecture Notes in Mathematics book series (LNM,volume 982)

Keywords

  • Linear Space
  • Random Vector
  • Fisher Information
  • Constant Independent
  • Stable Distribution

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References

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

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  2. Kagan A.M. Estimation theory for families with parameters of location scale and the exponential ones.-Trudy Mat. Inst. im. V.A.Steklov AN SSR, 1968, v.104 (in Russian).

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  3. Petrov V.V. Sums of independent random variables. M.: Nauka, 1972 (in Russian).

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© 1983 Springer-Verlag

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Klebanov, L.B., Manija, G.M., Melamed, J.A. (1983). On the estimation of location and scale parameters of stable laws. In: Kalashnikov, V.V., Zolotarev, V.M. (eds) Stability Problems for Stochastic Models. Lecture Notes in Mathematics, vol 982. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0082062

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  • DOI: https://doi.org/10.1007/BFb0082062

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-12278-4

  • Online ISBN: 978-3-540-39598-0

  • eBook Packages: Springer Book Archive