Censoring heavy-tail count distributions for parameter estimation with an application to stable distributions
Statistics Theory
2024-09-18 v4 Statistics Theory
Abstract
A new approach based on censoring and moment criterion is introduced for parameter estimation of count distributions when the probability generating function is available even though a closed form of the probability mass function and/or finite moments do not exist.
Cite
@article{arxiv.2212.11697,
title = {Censoring heavy-tail count distributions for parameter estimation with an application to stable distributions},
author = {Antonio Di Noia and Marzia Marcheselli and Caterina Pisani and Luca Pratelli},
journal= {arXiv preprint arXiv:2212.11697},
year = {2024}
}