Estimation in univariate and multivariate stable distributions

Journal of the American Statistical Association

Volumn 67, Issue 340, 1972, Pages 842-846

  Press, S James ^a  

^a UNIVERSITY OF CHICAGO   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0001646356     PISSN: 01621459     EISSN: 1537274X     Source Type: Journal    
DOI: 10.1080/01621459.1972.10481302     Document Type: Article

References (17)

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4. Du Mouchel, W.H., “Stable Distributions in Statistical Inference,” Ph.D. dissertation, Dept, of Statistics, Yale University, New Haven, Conn. (1971).
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6. —— and Roll, R., “Some Properties of Symmetric Stable Distributions,” Journal of the American Statistical Association, 63 (September 1968), 817–36.
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11. Kleinman, D., “Estimating the Parameters of Stable Probability Laws,” Unpublished manuscript, University of Chicago, 1965.
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13. Press, S.J., Applied Multivariate Analysis, New York: Holt, Rinehart & Winston, Inc., 1972.
14. ——, “Multivariate Stable Distributions,” Journal of Multivariate Analysis, (December 1972).
15. Rao, C.R., Linear Statistical Inference and Its Applications, New York: John Wiley and Sons, Inc., 1965.
16. Roll, R., “The Efficient Market Model Applied to U.S. Treasury Bill Rates,” Unpublished Ph.D. dissertation, Graduate School of Business, University of Chicago, 1968.
17. Rothenberg, T.J., Fisher, F.M. and Tilanus, C.B., “A Note on Estimation from a Cauchy Sample,” Journal of the American Statistical Association, 59 (June 1964), 460–3.