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

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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

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instance of

scholarly article

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title

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

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Communications in Statistics - Theory and Methods

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publication date

13 March 2015

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zbMATH Keywords

association parameter

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covariation

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dependence

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spectral measure

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1080/03610926.2012.730167

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cites work

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

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On the estimation of the parameters of multivariate stable distributions

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

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Calculation of the Prokhorov distance by optimal quantization and maximum flow

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Regression and autoregression with infinite variance

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Estimation of the bivariate stable spectral representation by the projection method

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Simple consistent estimators of stable distribution parameters

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Properties of certain symmetric stable distributions

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Estimation of stable spectral measures

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Some remarks on multivariate stable distributions

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Multivariate stable distributions

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Q4301585

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Chance and Stability

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Identifiers

zbMATH Open document ID

1307.60005

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DOI

10.1080/03610926.2012.730167

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:5177611

@@ 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