Multivariate stable densities as functions of one dimensional projections
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- scientific article; zbMATH DE number 4129728
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- scientific article; zbMATH DE number 796422
Cites work
- scientific article; zbMATH DE number 3947305 (Why is no real title available?)
- scientific article; zbMATH DE number 614990 (Why is no real title available?)
- Approximation of multidimensional stable densities
- Calculation of multidimensional stable densities
- Data analysis for heavy tailed multivariate samples
- Numerical calculation of stable densities and distribution functions
- Parameterizations and modes of stable distributions
Cited in
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- Testing for central symmetry and inference of the unknown center
- Learning algorithms may perform worse with increasing training set size: algorithm-data incompatibility
- Financial modeling with heavy-tailed stable distributions
- A few surprising integrals
- Truncated fractional moments of stable laws
- Simulation of random vectors with isotropic fractional stable distributions and calculation of their probability density functions
- Goodness-of-fit tests for multivariate skewed distributions based on the characteristic function
- The sparse method of simulated quantiles: An application to portfolio optimization
- scientific article; zbMATH DE number 796422 (Why is no real title available?)
- On the stability of reconstruction of distributions of multivariate random functions from the distributions of their projections
- Bayesian analysis of multivariate stable distributions using one-dimensional projections
- Integral representations of one-dimensional projections for multivariate stable densities
- Two-dimensional symmetric stable distributions and Their projections
- Multivariate elliptically contoured stable distributions: theory and estimation
- Spatio-temporal dependence measures for bivariate AR(1) models with \(\alpha \)-stable noise
- Multivariate stable distributions and generating densities
- Multivariate \(\alpha\)-stable distributions: VAR(1) processes, measures of dependence and their estimations
- Approximation of multidimensional stable densities
- Stable distributions and Green's functions for fractional diffusions
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