On estimating the tail index and the spectral measure of multivariate \(\alpha\)-stable distributions (Q2352400)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On estimating the tail index and the spectral measure of multivariate \(\alpha\)-stable distributions |
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On estimating the tail index and the spectral measure of multivariate \(\alpha\)-stable distributions (English)
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1 July 2015
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asymptotic distribution
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multivariate \(\alpha\)-stable distribution
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spectral measure
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tail index estimation
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generalized empirical likelihood estimation
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