Stable Distributions in Statistical Inference: 2. Information from Stably Distributed Samples
统计推断中的稳定分布（二）：稳定分布样本的信息
Large-sample theory for the estimation of parameters for a stable distribution is developed using the theory of Fisher's information. The asymptotic standard deviations and correlations of the maximum-likelihood estimates of the index, skewness, scale and location parameters are computed and tabled and used to compute the relative asymptotic efficiency of other proposed estimators. It is shown that if the true distribution is symmetric stable, the MLE's of index and scale…