Small Sample Behavior of Uniform Kernel Estimator of Exponent of a Stable Distribution
碩士 === 國立中央大學 === 數學研究所 === 98 === In this paper, we discuss the estimation of exponent of a stable distribution. The exponent has been estimated by empirical characteristic function and empirical distribution. We consider the uniform kernel estimator of the likelihood function base which the kernel...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2010
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| Online Access: | http://ndltd.ncl.edu.tw/handle/15199954545203786327 |