Pages that link to "Item:Q5261309"
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The following pages link to Measures of Dependence for Infinite Variance Distributions (Q5261309):
Displaying 13 items.
- A measure of dependence for stable distributions (Q291410) (← links)
- Properties of spectral covariance for linear processes with infinite variance (Q406614) (← links)
- Signed symmetric covariation coefficient for alpha-stable dependence modeling (Q1009540) (← links)
- Growth rates of sample covariances of stationary symmetric \(\alpha \)-stable processes associated with null recurrent Markov chains (Q1613597) (← links)
- Dependence of stable random variables (Q1624514) (← links)
- Codifference as a practical tool to measure interdependence (Q1783336) (← links)
- Series representation of jointly \(S \alpha S\) distribution via symmetric covariations (Q2046908) (← links)
- Spectral covariance and limit theorems for random fields with infinite variance (Q2374405) (← links)
- The asymptotic codifference and covariation of log-fractional stable noise (Q2451783) (← links)
- Revealing Some Unexpected Dependence Properties of Linear Combinations of Stable Random Variables Using Symmetric Covariation (Q3155293) (← links)
- Dependence diagnosis for stationary stochastic processes based on both quantiles and copulas (Q5064082) (← links)
- Estimation and Comparison of Signed Symmetric Covariation Coefficient and Generalized Association Parameter for Alpha-stable Dependence Modeling (Q5177611) (← links)
- Coefficient of relationship for two symmetric alpha-stable variables when alpha is in the interval (1,2] (Q5349214) (← links)
