Two approaches to adaptation of sample myriad to characteristics of SalphaS distribution data

This paper deals with theoretical and numerical simulation based analysis of sample myriad properties for a family of symmetric @a-stable (S@aS) distributions often used for modeling noise in natural environments. The theoretically optimal values of a sample myriad tunable parameter k in the sense of minimal asymptotic variance are obtained. Two practical approaches are proposed to adapt the parameter k to S@aS distribution characteristics for data samples of a limited size. Statistical properties of the developed approaches are studied for cases of a priori unknown parameters of S@aS distribution. A practical application where the proposed approaches can be useful is considered.

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