Parameterizations and modes of stable distributions

DOI10.1016/S0167-7152(98)00010-8zbMath1246.60028OpenAlexW2082301243WikidataQ57452142 ScholiaQ57452142MaRDI QIDQ449933

John P. Nolan

Publication date: 2 September 2012

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0167-7152(98)00010-8

zbMATH Keywords

characteristic functionsstable distributionsmultivariate stable distributionsstable modes

Mathematics Subject Classification ID

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

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Uses Software

• STABLE

Cites Work

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• On the bell-shape of stable densities
• Unimodality of infinitely divisible distribution functions of class L
• Estimation of stable spectral measures
• On Unimodality and Rates of Convergence for Stable Laws
• Stable Distributions in Statistical Inference: 2. Information from Stably Distributed Samples
• A Method for Simulating Stable Random Variables
• On distribution functions of class L
• Numerical calculation of stable densities and distribution functions
• Tables and graphs of the stable probability density functions
• A Comedy of Errors: The Canonical Form for a Stable Characteristic Function
• On the Parametrization of the Afocal Stable Distributions

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