Univariate Stable Distributions

DOI10.1007/978-3-030-52915-4zbMath1455.62003OpenAlexW3086242280MaRDI QIDQ5119155

John P. Nolan

Publication date: 3 September 2020

Published in: Springer Series in Operations Research and Financial Engineering (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-030-52915-4

zbMATH Keywords

estimationsignal processingregressionstable distributiongeneralized central limit theoremunivariate distributionheavy tailed data

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Asymptotic properties of parametric estimators (62F12) Linear regression; mixed models (62J05) Point estimation (62F10) Exact distribution theory in statistics (62E15) Statistics of extreme values; tail inference (62G32) General nonlinear regression (62J02) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01) Probability distributions: general theory (60E05) Characterization and structure theory of statistical distributions (62E10) Statistical tables (62Q05)

Related Items (34)

LINEAR FRACTAL INTERPOLATION FUNCTION FOR DATA SET WITH RANDOM NOISE ⋮ Classification of stochastic processes by convolutional neural networks ⋮ Variational Approach for Restoring Blurred Images with Cauchy Noise ⋮ Goodness-of-fit test for \(\alpha\)-stable distribution based on the quantile conditional variance statistics ⋮ On the role of skewness and kurtosis in tempered stable (CGMY) Lévy models in finance ⋮ The robust nearest shrunken centroids classifier for high-dimensional heavy-tailed data ⋮ Estimating the logarithm of characteristic function and stability parameter for symmetric stable laws ⋮ Path Laplacian operators and superdiffusive processes on graphs. I: One-dimensional case ⋮ Towards Optimal Moment Estimation in Streaming and Distributed Models ⋮ On the density arising from the domain of attraction of an operator interpolating between sum and supremum: the \(\alpha\)-sun operator ⋮ Wetting on a wall and wetting in a well: overview of equilibrium properties ⋮ On the discrete distribution generated by Levy probability ⋮ Persistent non-statistical dynamics in one-dimensional maps ⋮ Distribution of consensus in a broadcast-based consensus algorithm with random initial opinions ⋮ Tail adversarial stability for regularly varying linear processes and their extensions ⋮ Robust time-of-arrival localization via ADMM ⋮ Approximation of the invariant measure of stable SDEs by an Euler-Maruyama scheme ⋮ Maximum likelihood estimation for \(\alpha\)-stable double autoregressive models ⋮ WITHDRAWAL SUCCESS ESTIMATION ⋮ \(\ell_p\)-norm minimization for outlier-resistant elliptic positioning in \(\alpha\)-stable impulsive interference ⋮ Moment inequalities for nonnegative random variables ⋮ Observation-driven filtering of time-varying parameters using moment conditions ⋮ Computation of Riesz \(\boldsymbol{\alpha }\)-Capacity \(\boldsymbol{\textrm{C}}_{\boldsymbol{\alpha}}\) of General Sets in \(\boldsymbol{\mathbb{R}}^{\boldsymbol{d}}\) Using Stable Random Walks ⋮ Distribution of noise in linear recurrent fractal interpolation functions for data sets with \(\alpha\)-stable noise ⋮ Multivariate \(\alpha\)-stable distributions: VAR(1) processes, measures of dependence and their estimations ⋮ Densities of scaling limits of coupled continuous time random walks ⋮ Cauchy noise removal by nonconvex ADMM with convergence guarantees ⋮ Approximating Approximate Pattern Matching ⋮ Bucket plot: a visual tool for skewness and kurtosis comparisons ⋮ Efficient reduced-rank methods for Gaussian processes with eigenfunction expansions ⋮ Limitations of the Wasserstein MDE for univariate data ⋮ Averaging \(p\)-values under exchangeability ⋮ Distribution and pressure of active Lévy swimmers under confinement ⋮ Probability laws of consensus in a broadcast-based consensus-forming algorithm

This page was built for publication: Univariate Stable Distributions