Multivariate stable densities as functions of one dimensional projections
From MaRDI portal
Publication:1272746
DOI10.1006/jmva.1998.1755zbMath0915.60025OpenAlexW2044415988WikidataQ57452140 ScholiaQ57452140MaRDI QIDQ1272746
Husein Abdul-Hamid, John P. Nolan
Publication date: 4 July 1999
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1006/jmva.1998.1755
Infinitely divisible distributions; stable distributions (60E07) Characteristic functions; other transforms (60E10)
Related Items (14)
Learning algorithms may perform worse with increasing training set size: algorithm-data incompatibility ⋮ Truncated fractional moments of stable laws ⋮ Testing for central symmetry and inference of the unknown center ⋮ Nonparametric estimation of multivariate elliptic densities via finite mixture sieves ⋮ The sparse method of simulated quantiles: An application to portfolio optimization ⋮ Bayesian analysis of multivariate stable distributions using one-dimensional projections ⋮ Spatio‐Temporal Dependence Measures for Bivariate AR(1) Models with α‐Stable Noise ⋮ Goodness-of-fit tests for multivariate skewed distributions based on the characteristic function ⋮ Multivariate \(\alpha\)-stable distributions: VAR(1) processes, measures of dependence and their estimations ⋮ Bivariate positive stable frailty models ⋮ Multivariate elliptically contoured stable distributions: theory and estimation ⋮ Integral representations of one-dimensional projections for multivariate stable densities ⋮ Analytical-numeric formulas for the probability density function of multivariate stable and geo-stable distributions ⋮ Stable distributions and Green's functions for fractional diffusions
Uses Software
Cites Work
This page was built for publication: Multivariate stable densities as functions of one dimensional projections
