On $\alpha $-Symmetric Distributions
From MaRDI portal
Publication:3733874
DOI10.1137/1129107zbMath0599.60018MaRDI QIDQ3733874
Yu. G. Kuritsyn, A. V. Shestakov
Publication date: 1985
Published in: Theory of Probability & Its Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/1129107
60E07: Infinitely divisible distributions; stable distributions
60E10: Characteristic functions; other transforms
Related Items
Positive definite norm dependent functions on \(\ell ^{\infty}\), On \(\alpha\)-symmetric multivariate characteristic functions, EFFICIENCY OF LINEAR ESTIMATORS UNDER HEAVY-TAILEDNESS: CONVOLUTIONS OF [alpha-SYMMETRIC DISTRIBUTIONS], Portfolio diversification and value at risk under thick-tailedness†