Parameter Estimation in Stable Law
AbstractFor general stable distribution, cumulant function based parameter estimators are proposed. Extensive simulation experiments are carried out to validate the effectiveness of the estimates over the entire parameter space. An application to non-life insurance losses distribution is made. View Full-Text
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Krutto, A. Parameter Estimation in Stable Law. Risks 2016, 4, 43.
Krutto A. Parameter Estimation in Stable Law. Risks. 2016; 4(4):43.Chicago/Turabian Style
Krutto, Annika. 2016. "Parameter Estimation in Stable Law." Risks 4, no. 4: 43.
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