\(U\)-statistic for multivariate stable distributions

DOI10.1155/2017/3483827zbMath1432.62048OpenAlexW2604617443WikidataQ59147011 ScholiaQ59147011MaRDI QIDQ1658072

Saeid Rezakhah, Mahdi Teimouri, Adel Mochammadpour

Publication date: 14 August 2018

Published in: Journal of Probability and Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2017/3483827

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Asymptotic properties of parametric estimators (62F12)

Related Items (2)

Estimation of the parameters of multivariate stable distributions ⋮ On the Stationary Marginal Distributions of Subclasses of Multivariate Setar Processes of Order One

Uses Software

• STABLE

Cites Work

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• Multivariate elliptically contoured stable distributions: theory and estimation
• Estimation for multivariate stable distributions with generalized empirical likelihood
• Approximation of multidimensional stable densities
• Estimating the spectral measure of a multivariate stable distribution via spherical harmonic analysis.
• Estimation of stable spectral measures
• A method for simulating stable random vectors
• On estimating the tail index and the spectral measure of multivariate \(\alpha\)-stable distributions
• Simple consistent estimators of stable distribution parameters
• Numerical calculation of stable densities and distribution functions
• Parameter Estimation of Stable Distributions
• Density parameter estimation of skewed α-stable distributions
• Estimation of the bivariate stable spectral representation by the projection method

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