Almost efficient estimation of the parameters of a stable distribution using order statistics

Keyphrases

• Probability Density Function 100%
• Parameter Estimation 100%
• Cramér-Rao Bound 100%
• Order Statistics 100%
• Stable Distribution 100%
• Parameter Dependence 50%
• Maximum Likelihood Estimator 50%
• Estimation Method 50%
• Estimation Problem 50%
• Closed-form Expression 50%
• Random Variables 50%
• Asymptotic Performance 50%
• Order Statistics Approach 50%
• Asymptotically Normal 50%
• Asymptotic Statistics 50%

Mathematics

• Quantile 100%