Teimouri, M.; Kabudian, J.; Hosseini, S. M.; Nadarajah, S. On the skewness parameter estimation for stable distributions. (English) Zbl 1328.60045 Markov Process. Relat. Fields 21, No. 2, 369-380 (2015). Summary: The alpha-stable distributions have been extensively used as theoretical models for data. In this note, we propose three new estimators for the skewness parameter of stable distributions. Of these, the first and second estimators are introduced for \(S1\) parameterization and the third one for \(S0\) parameterization. Determining the sign of the skewness parameter is one of the important advantages of the first estimator which is in fact a modification of the logarithmic moment approach. Having consistency, asymptotic unbiasedness, closed form formulas and less computational complexity are some of the major advantages of all of the proposed estimators. MSC: 60E07 Infinitely divisible distributions; stable distributions 62F99 Parametric inference Keywords:Pareto distribution; skewness parameter; stable distribution PDFBibTeX XMLCite \textit{M. Teimouri} et al., Markov Process. Relat. Fields 21, No. 2, 369--380 (2015; Zbl 1328.60045) Full Text: Link