Linnik related distributions

MaRDI QIDQ5458764zbMATH OpenFDO

Authors Bruno Rémillard, Radu Theodorescu

Publication date 23 April 2008

zbMATH Keywords

simulationstail behaviorsymmetric stable distributionsgeometric stable distributionsLinnik distributions\(K\) distributions

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Statistics of extreme values; tail inference (62G32) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Characterization and structure theory of statistical distributions (62E10)

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