On alpha-symmetric multivariate distributions
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Publication:1050699
DOI10.1016/0047-259X(83)90023-4zbMath0513.60024MaRDI QIDQ1050699
Stamatis Cambanis, Gordon Simons, Robert W. Keener
Publication date: 1983
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Characteristic functions; other transforms (60E10) Probability distributions: general theory (60E05)
Related Items (42)
EFFICIENCY OF LINEAR ESTIMATORS UNDER HEAVY-TAILEDNESS: CONVOLUTIONS OF [alpha-SYMMETRIC DISTRIBUTIONS] ⋮ Positive definite symmetric functions on finite dimensional spaces. I: Applications of the Radon transform ⋮ Infinite divisibility of sub-stable processes. I: Geometry of sub-spaces of \(L_ \alpha\)-space ⋮ Some families of multivariate symmetric distributions related to exponential distribution ⋮ Multivariate Liouville distributions ⋮ On a characterization theorem of symmetry about a point ⋮ Infinite divisibility of sub-stable processes. II: Logarithm of probability measure ⋮ Positive definite symmetric functions on finite-dimensional spaces. II ⋮ Generalized symmetrized Dirichlet distributions ⋮ Dimension walks on hyperspheres ⋮ Generalized independent increments processes ⋮ Portfolio theory for \(\alpha\)-symmetric and pseudoisotropic distributions: \(k\)-fund separation and the CAPM ⋮ Multivariate versions and two problems of Schoenberg ⋮ On \(\alpha\)-symmetric multivariate characteristic functions ⋮ Lévy processes and stochastic integrals in the sense of generalized convolutions ⋮ Cramér-Lundberg model for some classes of extremal Markov sequences ⋮ Spatio-temporal stationary covariance models ⋮ Space-time covariance models on networks ⋮ Rudin extension theorems on product spaces, turning bands, and random fields on balls cross time ⋮ Dirichlet splines as fractional integrals of \(B\)-splines ⋮ Isotropic covariance functions on graphs and their edges ⋮ Positive definite norm dependent matrices in stochastic modeling ⋮ \(\ell_1\)-symmetric vector random fields ⋮ Positive definite functions and stable random vectors ⋮ Halfspace depth and floating body ⋮ Characteristic functions of \({\mathcal L}_1\)-spherical and \({\mathcal L}_1\)-norm symmetric distributions and their applications ⋮ Every symmetric weakly-stable random vector is pseudo-isotropic ⋮ Tempered distributions and their application in computing conditional moments for normal mixtures ⋮ On positive definiteness of some functions ⋮ Positive definite norm dependent functions on \(\ell ^{\infty}\) ⋮ Weak Lévy--Khintchine Representation for Weak Infinite Divisibility ⋮ Stochastic decomposition for \(\ell_p\)-norm symmetric survival functions on the positive orthant ⋮ La descente et la montée étendues [extended rises and descents: the spatially \(d\)-anisotropic and the spatio-temporal case] ⋮ A largest characterization of spherical and related distributions ⋮ Hypergeometric functions as a tool for summability of the Fourier integral ⋮ On the admissibility of spherical spatial covariance functions in higher dimensions ⋮ Portfolio diversification and value at risk under thick-tailedness† ⋮ Scatter halfspace depth for \(K\)-symmetric distributions ⋮ On a Turán problem for \(\ell-1\)-radial, positive-definite functions. II ⋮ On a theorem of T. Gneiting on \(\alpha\)-symmetric multivariate characteristic functions ⋮ On a Discrete Turán Problem for ℓ-1 Radial Functions ⋮ Recurrence relations for radial positive definite functions
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