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Communications in Statistics - Theory and Methods Volume 11, 1982 - Issue 23
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Original Articles

Asymptotic distribution of regression type estimators of parameters of stable laws

Ioannis A. Koutrouvelis Department of Mathematical Sciences, Virginia Commonwealth University, Richmond, 23284, Virginia
&
David F Bauer Department of Mathematical Sciences, Virginia Commonwealth University, Richmond, 23284, Virginia
Pages 2715-2730 | Received 01 Dec 1981, Published online: 22 Jun 2010
 
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Abstract

Asymptotic distributions of regression-type estimators for the parameters of stable distributions am obtained. The asymptotic normalized standard deviations of the estimators are computed for various values of the parameters and various choices of the number of points used in getting the regression estimates.

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