Estimation and Comparison of Signed Symmetric Covariation Coefficient and Generalized Association Parameter for Alpha-stable Dependence Modeling (Q5177611): Difference between revisions

Latest revision as of 19:33, 9 July 2024

scientific article; zbMATH DE number 6414171

Language	Label	Description	Also known as
English	Estimation and Comparison of Signed Symmetric Covariation Coefficient and Generalized Association Parameter for Alpha-stable Dependence Modeling	scientific article; zbMATH DE number 6414171

Statements

instance of

scholarly article

0 references

title

Estimation and Comparison of Signed Symmetric Covariation Coefficient and Generalized Association Parameter for Alpha-stable Dependence Modeling (English)

0 references

0 references

0 references

Communications in Statistics - Theory and Methods

0 references

publication date

13 March 2015

0 references

zbMATH Keywords

association parameter

0 references

covariation

0 references

dependence

0 references

spectral measure

0 references

MaRDI profile type

MaRDI publication profile

0 references

full work available at URL

https://doi.org/10.1080/03610926.2012.730167

0 references

cites work

Linear Problems in Linear Problems in<i>p</i>th Order and Stable Processes

0 references

On the estimation of the parameters of multivariate stable distributions

0 references

Revealing Some Unexpected Dependence Properties of Linear Combinations of Stable Random Variables Using Symmetric Covariation

0 references

Calculation of the Prokhorov distance by optimal quantization and maximum flow

0 references

Regression and autoregression with infinite variance

0 references

Estimation of the bivariate stable spectral representation by the projection method

0 references

Simple consistent estimators of stable distribution parameters

0 references

Properties of certain symmetric stable distributions

0 references

Estimation of stable spectral measures

0 references

Some remarks on multivariate stable distributions

0 references

Multivariate stable distributions

0 references

Q4301585

0 references

Chance and Stability

0 references

Identifiers

zbMATH Open document ID

1307.60005

0 references

DOI

10.1080/03610926.2012.730167

0 references

Mathematics Subject Classification ID

0 references

0 references

0 references

0 references

Sitelinks

Mathematics(1 entry)

mardi Publication:5177611

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1080/03610926.2012.730167
+Normal rank
@@ Property / OpenAlex ID @@
+W2048478665
@@ Property / OpenAlex ID: W2048478665 / rank @@
+Normal rank
@@ Property / cites work @@
+Linear Problems in Linear Problems in<i>p</i>th Order and Stable Processes
+Normal rank
@@ Property / cites work @@
+On the estimation of the parameters of multivariate stable distributions
+Normal rank
@@ Property / cites work @@
+Revealing Some Unexpected Dependence Properties of Linear Combinations of Stable Random Variables Using Symmetric Covariation
+Normal rank
@@ Property / cites work @@
+Calculation of the Prokhorov distance by optimal quantization and maximum flow
+Normal rank
@@ Property / cites work @@
+Regression and autoregression with infinite variance
+Normal rank
@@ Property / cites work @@
+Estimation of the bivariate stable spectral representation by the projection method
+Normal rank
@@ Property / cites work @@
+Simple consistent estimators of stable distribution parameters
+Normal rank
@@ Property / cites work @@
+Properties of certain symmetric stable distributions
+Normal rank
@@ Property / cites work @@
+Estimation of stable spectral measures
@@ Property / cites work: Estimation of stable spectral measures / rank @@
+Normal rank
@@ Property / cites work @@
+Some remarks on multivariate stable distributions
@@ Property / cites work: Some remarks on multivariate stable distributions / rank @@
+Normal rank
@@ Property / cites work @@
+Multivariate stable distributions
@@ Property / cites work: Multivariate stable distributions / rank @@
+Normal rank
@@ Property / cites work @@
+Q4301585
@@ Property / cites work: Q4301585 / rank @@
+Normal rank
@@ Property / cites work @@
+Chance and Stability
@@ Property / cites work: Chance and Stability / rank @@
+Normal rank