Multivariate stable distributions
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Cites work
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- The Gradient Projection Method for Nonlinear Programming. Part I. Linear Constraints
Cited in
(44)- Signed symmetric covariation coefficient for alpha-stable dependence modeling
- Extending the multivariate generalised \(t\) and generalised \(VG\) distributions
- A generalization of Canfield's formula
- Bayesian analysis in random coefficient m-group regression
- Rate of convergence to a stable law in the space \(R^ k\)
- Approximating the admissible set in stochastic dominance
- Dynamic oligopoly with capacity adjustment costs
- A multivariate Linnik distribution
- A note on characterizations of multivariate stable distributions
- A note on the information matrix of the multivariate normal distribution
- Rate of convergence in the multidimensional limit theorem with a stable limit law
- Some remarks on multivariate stable distributions
- Bayesian regression analysis using poly-t densities
- General theorems on rates of convergence in distribution of random variables II. Applications to the stable limit laws and weak law of large numbers
- A class of multivariate symmetric stable distributions
- Bayesian analysis in econometrics
- On characterization of multivariate stable distributions via random linear statistics
- A direct Monte Carlo approach for Bayesian analysis of the seemingly unrelated regression model
- Estimating the spectral measure of a multivariate stable distribution via spherical harmonic analysis.
- Multivariate geometric stable distributions in financial applications.
- Estimation of stable spectral measures
- Robust Bayesian analysis with partially exchangeable priors
- Temporal classification of drosophila segmentation gene expression patterns by the multi-valued neural recognition method
- The distribution of the ratios of characteristic roots (condition numbers) and their applications in principal component or ridge regression
- Canonical correlation analyses for three data sets: A unified framework with application to management
- Banks' criterion and symmetric stable laws with index of stability between one-half and one
- Series representation of jointly S S distribution via symmetric covariations
- Mixtures of factor analyzers: an extension with covariates
- Sensitivity of quantitative traits to mutational effects and number of loci
- El problema de la seleccion de la cartera cuando las rentas tienen distribuciones estables
- Chi-square tests for multivariate normality with application to common stock prices
- Modeling asset returns with alternative stable distributions*
- CAPM, RISK AND PORTFOLIO SELECTION IN "α-STABLE MARKETS"
- Goodness-of-fit tests for multivariate stable distributions based on the empirical characteristic function
- Asymptotic behavior of the cross-dependence measures for bidimensional AR(1) model with \(\alpha \)-stable noise
- Paracontrolled quasi-geostrophic equation with space-time white noise
- Estimation of block sparsity in compressive sensing
- On the stationary marginal distributions of subclasses of multivariate setar processes of order one
- Spatio-temporal dependence measures for bivariate AR(1) models with \(\alpha \)-stable noise
- Estimation and comparison of signed symmetric covariation coefficient and generalized association parameter for alpha-stable dependence modeling
- Exchangeable stable random vectors and their simulations
- Modeling chinese stock returns with stable distribution
- A testable version of the Pareto-Stable CAPM
- Specification procedures for multivariate stable-Paretian laws for independent and for conditionally heteroskedastic data
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