M-estimators as GMM for Stable Laws Discretizations | Zendy

Davood Farbod | Zendy

AI Assistant Blog Pricing

Home ZAIA Blog

Open Access

M-estimators as GMM for Stable Laws Discretizations

Author(s) -

Davood Farbod

Publication year - 2011

Publication title -

journal of statistical research of iran

Language(s) - English

Resource type - Journals

ISSN - 1735-1294

DOI - 10.18869/acadpub.jsri.8.1.85

Subject(s) - estimator , generalized method of moments , parametric statistics , mathematics , sample (material) , function (biology) , statistical physics , econometrics , statistics , physics , thermodynamics , evolutionary biology , biology

This paper is devoted to “Some Discrete Distributions Generated by Standard Stable Densities” (in short, Discrete Stable Densities). The large-sample properties of M-estimators as obtained by the “Generalized Method of Moments” (GMM) are discussed for such distributions. Some corollaries are proposed. Moreover, using the respective results we demonstrate the large-sample properties for a parametric function.

The content you want is available to Zendy users.

Already have an account? Click here to sign in.

Having issues? You can contact us here

Accelerating Research