论文信息 - A Simple Asymptotic Estimate for the Index of a Stable Distribution

A Simple Asymptotic Estimate for the Index of a Stable Distribution

SUMMARY A simple asymptotic estimate is constructed for the index of a stable distribution based on order statistics from a distribution in its domain of attraction. The asymptotic distribution of the estimate is then found in case the order statistics are taken from the stable distribution itself.

Sidney I. Resnick | L. de Haan | S. Resnick | L. Haan

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