An estimation procedure for the Linnik distribution
Methodology
2017-03-27 v3
Abstract
We propose estimators for the parameters of the Linnik L distribution. The estimators are derived from the moments of the log-transformed Linnik distributed random variable, and are shown to be asymptotically unbiased. The estimation algorithm is computationally simple and less restrictive. Our procedure is also tested using simulated data.
Cite
@article{arxiv.1410.4093,
title = {An estimation procedure for the Linnik distribution},
author = {Dexter Cahoy},
journal= {arXiv preprint arXiv:1410.4093},
year = {2017}
}