Estimating the index of a stable distribution

Statistics and Probability Letters

Volumn 41, Issue 1, 1999, Pages 39-55

  De Haan, L ^a   Pereira, T Themido ^b  

^a ERASMUS UNIVERSITY ROTTERDAM   (Netherlands)

^b UNIVERSITY OF LISBON   (Portugal)

Author keywords

Order statistics; Stable distributions

Indexed keywords

EID: 0032622761     PISSN: 01677152     EISSN: None     Source Type: Journal    
DOI: 10.1016/s0167-7152(98)00120-5     Document Type: Article

References (16)

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