On the estimation of the parameters of multivariate stable distributions (Q1969259)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the estimation of the parameters of multivariate stable distributions |
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On the estimation of the parameters of multivariate stable distributions (English)
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28 May 2000
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The authors study estimators for the spectral measure and the density of a multivariate stable distribution. The estimator for the spectral measure is shown to be asymptotically normal. They also explore the dependence of the stable density on the exponent \(\alpha\) and the spectral measure.
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