Some improvements in numerical evaluation of symmetric stable density and its derivatives

Communications in Statistics - Theory and Methods

Volumn 35, Issue 1, 2006, Pages 149-172

  Matsui, Muneya ^a   Takemura, Akimichi ^a  

^a UNIVERSITY OF TOKYO   (Japan)

Author keywords

Fisher information matrix; Maximum likelihood estimator; Stable distributions

Indexed keywords

ERROR ANALYSIS; MATRIX ALGEBRA; MAXIMUM LIKELIHOOD ESTIMATION; NORMAL DISTRIBUTION; PARAMETER ESTIMATION;

FISHER INFORMATION MATRIX; STABLE DISTRIBUTIONS;

STATISTICAL METHODS;

EID: 30344453107     PISSN: 03610926     EISSN: 1532415X     Source Type: Journal    
DOI: 10.1080/03610920500439729     Document Type: Article

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