Data analysis for heavy tailed multivariate samples
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Publication:4371851
DOI10.1080/15326349708807447zbMath0899.60011OpenAlexW2088152714MaRDI QIDQ4371851
John P. Nolan, Anna K. Panorska
Publication date: 3 November 1998
Published in: Communications in Statistics. Stochastic Models (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/15326349708807447
Infinitely divisible distributions; stable distributions (60E07) Exact distribution theory in statistics (62E15)
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Spatio‐Temporal Dependence Measures for Bivariate AR(1) Models with α‐Stable Noise ⋮ Multivariate \(\alpha\)-stable distributions: VAR(1) processes, measures of dependence and their estimations ⋮ Estimating the spectral measure of a multivariate stable distribution via spherical harmonic analysis. ⋮ A class of discrete distributions induced by stable laws ⋮ \(\ell\) major component detection and analysis (\(\ell^1\) MCDA): foundations in two dimensions ⋮ Estimating stable latent factor models by indirect inference ⋮ Exchangeable stable random vectors and their simulations ⋮ Multivariate stable densities as functions of one dimensional projections ⋮ Asymptotic behavior of the cross-dependence measures for bidimensional AR(1) model with $\alpha $-stable noise ⋮ Convex and star-shaped sets associated with multivariate stable distributions. I: Moments and densities ⋮ Estimation of stable spectral measures ⋮ Unnamed Item
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