Estimation of parameters of a spherical invariant stable distribution

DOI10.4064/AM39-1-5zbMath1236.62056OpenAlexW2319397572MaRDI QIDQ3113658

Piotr Szymański

Publication date: 21 January 2012

Published in: Applicationes Mathematicae (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.4064/am39-1-5

zbMATH Keywords

stable elliptically contoured distributionsstable radially symmetric distributions

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Infinitely divisible distributions; stable distributions (60E07) Estimation in multivariate analysis (62H12)

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