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Original Articles

Tests for the Chacteristic Exponent and the Scale Parameter of Symmetric Stable Distributions

Pages 1465-1475 | Received 01 Jul 1990, Published online: 27 Jun 2007

Bibliography

  • Feller , W. 1971 . An Introduction to Probability Theory and its Applications , 2nd ed. , Vol. 2 , New York : Wiley .
  • Gnedenko , B. V and Kolmogorov , A. N. 1968 . Limit distributions for sums of independent random variables , Cambridge , Mass : Addison-Wiley .
  • Koutrouvelis , I. A. 1980 . Regression-type estimation of the parameters of stable laws . J. of American Statistical Association , 75 : 918 – 928 .
  • Koutrouvelis , I. A. 1982 . Estimation of location and scale in Cauchy distributions using the empirical characteristic function . Biometrika , 69 : 205 – 213 .
  • Lukacs , E. 1970 . Characteristic Functions , London : Griffin .
  • Paulson , A.S. , Halcomb , E. W. and Leitch , R. A. 1975 . The estimation of the parameters of the stable laws . Biometrika , 62 : 163 – 170 .

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