Stephen Walker

affiliation not provided to SSRN

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Scholarly Papers (1)

1.

On the Estimation of the Shape Parameter of a Symmetric Distribution

Number of pages: 22 Posted: 24 Feb 2020
Jennifer Chan, Boris Choy and Stephen Walker
The University of Sydney, University of Sydney Business School and affiliation not provided to SSRN
Downloads 3 (659,636)

Abstract:

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Student-t; Exponential Power; Matching quantile; Tails; Consistency