Multivariate stable distributions: Approximation, estimation, simulation and identification
From MaRDI portal
Recommendations
Cited in
(21)- Convex and star-shaped sets associated with multivariate stable distributions. I: Moments and densities
- Multivariate elliptically contoured stable distributions: theory and estimation
- Univariate \(L^p\) and \(l^p\) averaging, \(0<p<1\), in polynomial time by utilization of statistical structure
- \(\ell\) major component detection and analysis (\(\ell^1\) MCDA): foundations in two dimensions
- Monte Carlo EM estimation for multivariate stable distributions
- Multivariate stable distributions and generating densities
- On the estimation of the parameters of multivariate stable distributions
- Series representation of jointly S S distribution via symmetric covariations
- Rejection sampling for tempered Lévy processes
- Regularity theory for general stable operators
- Metrics for multivariate stable distributions
- Escape from a disk with partly absorbing boundaries driven by bi-variateα-stable noises
- Data analysis for heavy tailed multivariate samples
- scientific article; zbMATH DE number 1959495 (Why is no real title available?)
- Elliptical tempered stable distribution
- Wavelet-based estimation for multivariate stable laws
- Estimation of the bivariate stable spectral representation by the projection method
- Approximation of multidimensional stable densities
- On two approaches to approximation of multidimensional stable laws
- Bayesian analysis of multivariate stable distributions using one-dimensional projections
- Bivariate positive stable frailty models
This page was built for publication: Multivariate stable distributions: Approximation, estimation, simulation and identification
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4247120)