Censoring heavy-tail count distributions for parameter estimation with an application to stable distributions
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Date
2023-11Type
- Journal Article
ETH Bibliography
yes
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Abstract
A new approach based on censoring and moment criterion is introduced for parameter estimation of count distributions when the probability generating function is available even though a closed form of the probability mass function and/or finite moments do not exist.
Publication status
publishedExternal links
Journal / series
Statistics & Probability LettersVolume
Pages / Article No.
Publisher
ElsevierSubject
Asymptotic normality; Consistency; Data-driven; Probability generating functionOrganisational unit
02537 - Seminar für Statistik (SfS) / Seminar for Statistics (SfS)02000 - Dep. Mathematik / Dep. of Mathematics
08845 - Balabdaoui, Fadoua (Tit.-Prof.) / Balabdaoui, Fadoua (Tit.-Prof.)
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ETH Bibliography
yes
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