对称稳定密度及其导数数值计算的一些改进
Some improvements in numerical evaluation of symmetric stable density and its derivatives
摘要：
我们提出了改进的对称稳定密度和它的偏导数的参数的数值计算。它们有助于更可靠地估计极大似然估计及其标准误差。文中还给出了对称稳定分布的Fisher信息矩阵的数值。我们的改进包括对Nolan（1997）方法的边界情况的修改，即，在密度的尾部和众数中以及在柯西分布和正态分布的邻域中。
英文摘要：
We propose improvements in numerical evaluation of symmetric stable density and its partial derivatives with respect to the parameters. They are useful for more reliable evaluation of maximum likelihood estimator and its standard error. Numerical values of the Fisher information matrix of symmetric stable distributions are also given. Our improvements consist of modification of the method of Nolan (1997) for the boundary cases, i.e., in the tail and mode of the densities and in the neighborhood of the Cauchy and the normal distributions.
机构、总结、中文摘要均由AI分析而来，可能存在错误，请以论文正文为准。
