Limits and Inferences for Alpha–Stable Variables

Jensen Dr
Additional contact information
Jensen Dr: Department of Statistics, Virginia Polytechnic Institute and State University, USA

Biostatistics and Biometrics Open Access Journal, 2017, vol. 4, issue 1, 15-18

Abstract: Distributions having excessive tails are modeled in various venues via α–stable sequences deficit in moments of various orders. Essential statistics are examined under independent vs spherically dependent cases. The former exhibits such critical pathologies as inconsistent sample means. The latter support versions of some classical procedures even without moments as conventionally required. In particular, despite heavy tails, Student’s tests for means nonetheless remain exact in level and power. etc. AMS Subject Classification: 62E15, 62H15, 62J20.

Keywords: Biometrics Open Access Journal; Biostatistics and Biometrics; Biostatistics and Biometrics Open Access Journal; Open Access Journals; biometrics journal; biometrics articles; biometrics journal reference; biometrics journal impact factor; biometrics and biostatistics journal impact factor; journal of biometrics; open access juniper publishers; juniper publishers reivew (search for similar items in EconPapers)
Date: 2017
References: View references in EconPapers View complete reference list from CitEc
Citations:

Downloads: (external link)
https://juniperpublishers.com/bboaj/pdf/BBOAJ.MS.ID.555630.pdf (application/pdf)
https://juniperpublishers.com/bboaj/BBOAJ.MS.ID.555630.php (text/html)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:adp:jbboaj:v:4:y:2017:i:1:p:15-18

DOI: 10.19080/BBOAJ.2017.04.555630

Access Statistics for this article

Biostatistics and Biometrics Open Access Journal is currently edited by Sophia Mathis

More articles in Biostatistics and Biometrics Open Access Journal from Juniper Publishers Inc.
Bibliographic data for series maintained by Robert Thomas ().