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...
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2010
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| Online Access: | http://ndltd.ncl.edu.tw/handle/15199954545203786327 |
| Summary: | 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 estimator of the exponent is described. Since the kernel estimator of the likelihood function is extremely complicated, we will discuss only small sample cases.
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