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Applying least absolute deviation regression to regression-type
  estimation of the index of a stable distribution using the characteristic
  function

Applying least absolute deviation regression to regression-type estimation of the index of a stable distribution using the characteristic function

Communications in statistics. Simulation and computation (Commun. Stat. - Simul. Comput.), 2013
31 July 2013
J. M. Zyl
ArXiv (abs)PDFHTML

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