Left and right linear innovations for a multivariate \(\text{S} \alpha \text{S}\) random variable (Q1347176)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Left and right linear innovations for a multivariate \(\text{S} \alpha \text{S}\) random variable |
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Left and right linear innovations for a multivariate \(\text{S} \alpha \text{S}\) random variable (English)
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14 March 1996
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Properties of conditional expectations and metric projections for multivariate symmetric \(\alpha\)-stable random variables are studied. Interesting results on comparison between these two concepts are obtained.
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linear regression
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metric projection
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conditional expectations and metric projections
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multivariate symmetric \(\alpha\)-stable random variables
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