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An estimation procedure for the Linnik distribution

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  • Dexter Cahoy

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  • Dexter Cahoy, 2012. "An estimation procedure for the Linnik distribution," Statistical Papers, Springer, vol. 53(3), pages 617-628, August.
  • Handle: RePEc:spr:stpapr:v:53:y:2012:i:3:p:617-628
    DOI: 10.1007/s00362-011-0367-4
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    References listed on IDEAS

    as
    1. Devroye, Luc, 1990. "A note on linnik's distribution," Statistics & Probability Letters, Elsevier, vol. 9(4), pages 305-306, April.
    2. Anderson, Dale N., 1992. "A multivariate Linnik distribution," Statistics & Probability Letters, Elsevier, vol. 14(4), pages 333-336, July.
    3. Kotz, Samuel & Ostrovskii, I. V., 1996. "A mixture representation of the Linnik distribution," Statistics & Probability Letters, Elsevier, vol. 26(1), pages 61-64, January.
    4. Pakes, Anthony G., 1998. "Mixture representations for symmetric generalized Linnik laws," Statistics & Probability Letters, Elsevier, vol. 37(3), pages 213-221, March.
    5. Theodorescu Radu & Remillard Bruno & Jacques Christiane, 1999. "Estimation Of Linnik Law Parameters," Statistics & Risk Modeling, De Gruyter, vol. 17(3), pages 213-236, March.
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    Cited by:

    1. Halvarsson, Daniel, 2013. "On the Estimation of Skewed Geometric Stable Distributions," Ratio Working Papers 216, The Ratio Institute.

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