Linnik related distributions

zbMATH Open1150.62374MaRDI QIDQ5458764FDOQ5458764

Radu Theodorescu, Bruno Rémillard

Publication date: 23 April 2008

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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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