Metrics for multivariate stable distributions

DOI10.4064/bc90-0-6zbMath1210.60022OpenAlexW2323720359WikidataQ57452129 ScholiaQ57452129MaRDI QIDQ3083388

John P. Nolan

Publication date: 21 March 2011

Published in: Banach Center Publications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.4064/bc90-0-6

zbMATH Keywords

Prokhorov metricmultivariate stable distributions

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Characteristic functions; other transforms (60E10)

Related Items (4)

A measure of dependence for stable distributions ⋮ On the applicability of the random walk model with stable steps for forecasting the dynamics of prices of financial tools in the Russian market ⋮ Dense classes of multivariate extreme value distributions ⋮ Deep stable neural networks: large-width asymptotics and convergence rates

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