On estimation of the spectral measure of certain nonnormal operator stable laws

被引：3
|
作者：
Scheffler, HP [1 ]
机构：
[1] Univ Dortmund, Inst Math, D-44221 Dortmund, Germany
来源：
STATISTICS & PROBABILITY LETTERS | 1999年 / 43卷 / 04期
关键词：
operator stable laws; spectral measure; estimation; domains of normal attraction;
D O I：
10.1016/S0167-7152(98)00277-6
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
For data belonging to the domain of normal attraction of nonnormal operator stable laws we present a strongly consistent estimate of the spectral measure. The cases of a known or unknown exponent are considered. (C) 1999 Elsevier Science B.V. All rights reserved.
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页码：385 / 392
页数：8
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