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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Main Authors:	Jou-yu Chen, 陳柔喻
Other Authors:	Yu-sheng Hsu
Format:	Others
Language:	zh-TW
Published:	2010
Online Access:	http://ndltd.ncl.edu.tw/handle/15199954545203786327

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spelling	ndltd-TW-098NCU054790022016-04-20T04:17:46Z http://ndltd.ncl.edu.tw/handle/15199954545203786327 Small Sample Behavior of Uniform Kernel Estimator of Exponent of a Stable Distribution 穩定型分布之冪數的小樣本均勻核估計 Jou-yu Chen 陳柔喻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. Yu-sheng Hsu 許玉生 2010 學位論文 ; thesis 50 zh-TW
collection	NDLTD
language	zh-TW
format	Others
sources	NDLTD
description	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.
author2	Yu-sheng Hsu
author_facet	Yu-sheng Hsu Jou-yu Chen 陳柔喻
author	Jou-yu Chen 陳柔喻
spellingShingle	Jou-yu Chen 陳柔喻 Small Sample Behavior of Uniform Kernel Estimator of Exponent of a Stable Distribution
author_sort	Jou-yu Chen
title	Small Sample Behavior of Uniform Kernel Estimator of Exponent of a Stable Distribution
title_short	Small Sample Behavior of Uniform Kernel Estimator of Exponent of a Stable Distribution
title_full	Small Sample Behavior of Uniform Kernel Estimator of Exponent of a Stable Distribution
title_fullStr	Small Sample Behavior of Uniform Kernel Estimator of Exponent of a Stable Distribution
title_full_unstemmed	Small Sample Behavior of Uniform Kernel Estimator of Exponent of a Stable Distribution
title_sort	small sample behavior of uniform kernel estimator of exponent of a stable distribution
publishDate	2010
url	http://ndltd.ncl.edu.tw/handle/15199954545203786327
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Small Sample Behavior of Uniform Kernel Estimator of Exponent of a Stable Distribution

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