Dependence of stable random variables

DOI10.1214/lnms/1215461954zbMath1400.60024OpenAlexW1531446900MaRDI QIDQ1624514

Gennady Samorodnitsky, Svetlozar T. Rachev, Mei-Ling Ting Lee

Publication date: 16 November 2018

Full work available at URL: https://projecteuclid.org/euclid.lnms/1215461954

zbMATH Keywords

associationdependence\(\alpha\)-stable

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Measures of association (correlation, canonical correlation, etc.) (62H20)

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