A Nonparametric Sequential Test with Power 1 for the Mean of Lévy-stable Laws with Infinite Variance
Author:
Publisher
Springer Science and Business Media LLC
Subject
General Mathematics,Statistics and Probability
Link
http://link.springer.com/content/pdf/10.1007/s11009-006-9749-9.pdf
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1. Estimating the Scale Parameter of a Lévy-stable Distribution via the Extreme Value Approach;Methodology and Computing in Applied Probability;2007-03-27
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