Stachura, Michał; Wodecka, Barbara - In: Statistics in transition : an international journal of … 23 (2022) 4, pp. 203-215
Various techniques of scale parameter estimation have been proposed in the case of alpha stable distributions. In the … - is quite new, and tempting. Several theoretical properties of the introduced scale parameter estimators are presented … effectively apply the k-th record estimator of the scale parameter. The research indicates several advantages of the k-th record …