Signed symmetric covariation coefficient for alpha-stable dependence modeling

DOI10.1016/J.CRMA.2009.01.013zbMath1157.62039OpenAlexW2022920087MaRDI QIDQ1009540

Bernard Garel, Bernédy Kodia

Publication date: 2 April 2009

Published in: Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.crma.2009.01.013

Mathematics Subject Classification ID

Measures of association (correlation, canonical correlation, etc.) (62H20) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

Related Items (2)

On the rate of convergence to bivariate stable laws ⋮ Series representation of jointly \(S \alpha S\) distribution via symmetric covariations

Cites Work

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• Some remarks on multivariate stable distributions
• Properties of certain symmetric stable distributions
• Multivariate stable distributions
• Revealing Some Unexpected Dependence Properties of Linear Combinations of Stable Random Variables Using Symmetric Covariation
• Linear Problems in Linear Problems inpth Order and Stable Processes
• Regression and autoregression with infinite variance
• Chance and Stability

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