Tables and graphs of the stable probability density functions
From MaRDI portal
Cited in
(19)- Method-of-moments estimators of stable distribution parameters
- On using Lehmann alternatives with nonresponders
- A note on convolution and stable distributions in the nervous system
- A central limit theorem for self-normalized products of random variables
- Monte Carlo inference in econometric models with symmetric stable disturbances
- Efficient posterior integration in stable paretian models
- Numerical Bayesian inference with arbitrary prior
- Estimation problems for distributions with heavy tails
- Tables of cumulative distribution functions and percentiles of the standardized stable random variables
- Expansions for the positive stable laws
- Lévy flight applied to random media problems
- Parameterizations and modes of stable distributions
- Calculation of multidimensional stable densities
- Positive stable densities and the bell-shape
- Practical computing for finite moment log-stable distributions to model financial risk
- A hypothesis test for the domain of attraction of a random variable
- Precise tabulation of the maximally-skewed stable distributions and densities
- An algorithm for evaluating stable densities in Zolotarev's (M) parameterization
- Computing the probability density function of the stable Paretian distribution
This page was built for publication: Tables and graphs of the stable probability density functions
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4403231)
