scientific article; zbMATH DE number 639817
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Publication:4306152
zbMATH Open0807.62047MaRDI QIDQ4306152FDOQ4306152
Huang Xin, Svetlozar T. Rachev
Publication date: 13 October 1994
Title of this publication is not available (Why is that?)
domain of attractionstability indexmultivariate stable distributionalpha-stable lawtest of associationnormalized spectral measurerisk of a stable portfolio of financial assetstest for negative association
Infinitely divisible distributions; stable distributions (60E07) Measures of association (correlation, canonical correlation, etc.) (62H20) Central limit and other weak theorems (60F05)
Cited In (18)
- Subordinated exchange rate models: Evidence for heavy tailed distributions and long-range dependence
- Stable modeling of value at risk
- On estimation of the spectral measure of certain nonnormal operator stable laws
- Convex and star-shaped sets associated with multivariate stable distributions. I: Moments and densities
- On continuity of the Pearson statistic and sample quantiles
- Financial modeling with heavy-tailed stable distributions
- Monte Carlo EM estimation for multivariate stable distributions
- Estimating stable latent factor models by indirect inference
- Estimating the spectral measure of a multivariate stable distribution via spherical harmonic analysis.
- Spectral covariance and limit theorems for random fields with infinite variance
- Estimation of the parameters of multivariate stable distributions
- Estimation of stable spectral measures
- Estimation for multivariate stable distributions with generalized empirical likelihood
- Test of association between multivariate stable vectors.
- A new multiscale Bayesian algorithm for speckle reduction in medical ultrasound images
- Wavelet-based estimation for multivariate stable laws
- Multivariate geometric stable distributions in financial applications.
- Indirect estimation of elliptical stable distributions
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