Multivariate stable distributions
نویسندگان
چکیده
منابع مشابه
Metrics for multivariate stable distributions
Metrics are proposed for the distance between two multivariate stable distributions. The first set of metrics are defined in terms of the closeness of the parameter functions of one dimensional projections of the laws. Convergence in these metrics is equivalent to convergence in distribution and an explicit bound on the closeness of two stable densities is given. Another metric based on the Pro...
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A d-dimensional α-stable random vector is determined by a spectral measure Γ (a finite Borel measure on Sd=unit sphere in R) and a shift vector μ ∈ R, e.g. Samorodnitsky and Taqqu (1994). The notation X ∼ Sα,d(Γ, μ) will be used to denote such a stable random vector. Until recently, there has been little understanding of what multivariate stable distributions look like, nor any methods for work...
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ژورنال
عنوان ژورنال: Journal of Multivariate Analysis
سال: 1972
ISSN: 0047-259X
DOI: 10.1016/0047-259x(72)90038-3