AN EMPIRICAL STUDY OF THE ASYMPTOTIC LAWS OF SOME ESTIMATORS OF GENERALIZED ASSOCIATION PARAMETER AND SIGNED SYMMETRIC COVARIATION COEFFICIENT

DOI10.17654/0972086322001zbMath1499.60048OpenAlexW4210578561MaRDI QIDQ5865367

Lavie Phanie Moulogho Issayaba, Davy Cardorel Nzaba Kaya, Bernédy Nel Messie Kodia Banzouzi, Claude Mederic Ndimba

Publication date: 13 June 2022

Published in: Far East Journal of Theoretical Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.17654/0972086322001

zbMATH Keywords

correlationspectral measureassociationcovariationsymmetric alpha-stable random vector

Mathematics Subject Classification ID

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

Uses Software

• QRM

Cites Work

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• Chance and Stability
• Estimation and Comparison of Signed Symmetric Covariation Coefficient and Generalized Association Parameter for Alpha-stable Dependence Modeling
• Estimation of the bivariate stable spectral representation by the projection method

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