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arXiv · 2212.11697

Censoring heavy-tail count distributions for parameter estimation with an application to stable distributions

Antonio Di Noia·Marzia Marcheselli·Caterina Pisani·Luca Pratelli
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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.

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Antonio Di Noia, Marzia Marcheselli, Caterina Pisani, Luca Pratelli. 2022-12-22. Censoring heavy-tail count distributions for parameter estimation with an application to stable distributions. https://doi.org/10.1016/j.spl.2023.109903

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