1977/08/01 by C. R. Heathcote · 116 citations
Mathematics · Decision Sciences · #Advanced Statistical Methods and Models #Statistical Methods and Inference #Advanced Statistical Process Monitoring #Mathematics #Estimator #Bounded function #Robustness (evolution) #Differentiable function #Statistic #Central limit theorem #Applied mathematics #Consistency (knowledge bases) #Estimation #Statistics #Function (biology) #Mathematical analysis #Discrete mathematics
paper · doi:10.1093/biomet/64.2.255
published in Biometrika 64(2), 255-264 (Oxford University Press)
openalex publication_date 1977/08/01 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/29
The paper develops in a more general setting the methods used by Paulson, Holcomb & Leitoh (1976) to estimate the parameters of a stable law. The statistic considered minimizes a distance function determined by the empirical characteristic function. Consistency is established under the condition of differentiability of the characteristic function and the existence of bounded second derivatives is required to obtain a central limit theorem for the estimators of one or more parameters. Questions concerning efficiency and robustness are discussed.