On two approaches to approximation of multidimensional stable laws
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Publication:697476
DOI10.1006/jmva.2001.2014zbMath1023.60022OpenAlexW2049178941MaRDI QIDQ697476
Yu. A. Davydov, Alexander V. Nagaev
Publication date: 17 September 2002
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1006/jmva.2001.2014
Related Items (7)
Non-integrable stable approximation by Stein's method ⋮ Multivariate stable approximation by Stein's method ⋮ Approximation of stable law in Wasserstein-1 distance by Stein's method ⋮ Integral representations of one-dimensional projections for multivariate stable densities ⋮ Analytical-numeric formulas for the probability density function of multivariate stable and geo-stable distributions ⋮ Convex and star-shaped sets associated with multivariate stable distributions. I: Moments and densities ⋮ Approximation to stable law by the Lindeberg principle
Cites Work
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- Convergence to stable laws and the modeling of them
- Convergence to a stable distribution via order statistics
- A limit theorem for sums of independent, nonidentically distributed random variables
- On the rate of strong convergence for convolutions
- On the Chambers-Mallows-Stuck method for simulating skewed stable random variables
- A method for simulating stable random vectors
- On the estimation of the parameters of multivariate stable distributions
- A Method for Simulating Stable Random Variables
- Generating non- normal stable variates using limit theorem properties
- Expansions for the Density of the Absolute Value of a Strictly Stable Vector
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