Hu, Gaoge; Gao, Shesheng; Zhong, Yongmin; Gu, Chengfan - In: Metrika 77 (2014) 4, pp. 451-468
This paper presents a new random weighting method to estimation of the stable exponent. Assume that <InlineEquation ID …> </InlineEquation> and the random weighting estimation of <InlineEquation ID="IEq5"> <EquationSource Format …>n</mi> </msub> </math> </EquationSource> </InlineEquation>, the random weighting estimation of <InlineEquation ID="IEq10 …