A multivariate Linnik distribution

DOI10.1016/0167-7152(92)90067-FzbMath0754.60022OpenAlexW2060593928MaRDI QIDQ1199006

Dale N. Anderson

Publication date: 16 January 1993

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(92)90067-f

zbMATH Keywords

characteristic functionmultivariate stable distributionmultivariate Linnik distribution

Mathematics Subject Classification ID

Probability distributions: general theory (60E05)

Related Items (30)

Estimating multivariate density and its derivatives for mixed measurement error data ⋮ Robust estimation in multivariate heteroscedastic regression models with autoregressive covariance structures using EM algorithm ⋮ Linnik Lévy process and some extensions ⋮ A mixture representation of the Linnik distribution ⋮ Analytic and asymptotic properties of generalized Linnik probability densities ⋮ A note on the Linnik distributions ⋮ Multiplying a Gaussian matrix by a Gaussian vector ⋮ Robust mixture multivariate linear regression by multivariate Laplace distribution ⋮ Tweedie-type formulae for a multivariate Laplace distribution ⋮ An estimation procedure for the Linnik distribution ⋮ Variance-mean mixture of multivariate normal distribution and weighted gamma distribution: properties and applications ⋮ An alternative multivariate skew Laplace distribution: properties and estimation ⋮ Analytic and asymptotic properties of multivariate generalized Linnik's probability densities ⋮ $K$-Differenced Vector Random Fields ⋮ Estimation and Simulation of the Riesz-Bessel Distribution ⋮ Analytic and asymptotic properties of non-symmetric Linnik's probability densities ⋮ On the positive definiteness of some functions related to the Schoenberg problem ⋮ Some results on the CTE-based capital allocation rule ⋮ Tauberian and Abelian theorems for long-range dependent random fields ⋮ Study of water pollution through a Lévy flight jump diffusion model with stochastic jumps of pollutants ⋮ Multivariate matrix Mittag-Leffler distributions ⋮ Gaussian fields and Gaussian sheets with generalized Cauchy covariance structure ⋮ Weak limits for multivariate random sums ⋮ Computer simulation of geometric stable distributions ⋮ On the exactness of normal approximation of LSE of regression coefficient of long-memory random fields ⋮ Estimation of local anisotropy based on level sets ⋮ Density estimation for mixed Euclidean and non-Euclidean data in the presence of measurement error ⋮ Geometric stable laws: Estimation and applications ⋮ Asymmetric Laplace laws and modeling financial data ⋮ Fractional moment estimation of Linnik and Mittag-Leffler parameters

Cites Work

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• A note on Linnik's distribution
• A class of multivariate symmetric stable distributions
• Multivariate stable distributions
• Bivariate Exponential Distributions
• Some Characterizations of the Exponential Distribution by Geometric Compounding
• Estimation in Univariate and Multivariate Stable Distributions

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