A geometrical approach to the special stable distributions
L. J. Savage (1969)
Applicationes Mathematicae
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L. J. Savage (1969)
Applicationes Mathematicae
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Kłosowska, Maria (2015-10-26T10:02:45Z)
Acta Universitatis Lodziensis. Folia Mathematica
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R. Jajte (1968)
Studia Mathematica
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L. Kubik (1966)
Studia Mathematica
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Piotr Szymański (2012)
Applicationes Mathematicae
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This paper concerns the estimation of the parameters that describe spherical invariant stable distributions: the index α ∈ (0,2] and the scale parameter σ >0. We present a kind of moment estimators derived from specially transformed original data.
Wei-Bin Zeng (1992)
Stochastica
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In this note we give an elementary proof of a characterization for stability of multivariate distributions by considering a functional equation.
Gupta, Arjun K., Nguyen, Truc T., Zeng, Weibin (1993)
International Journal of Mathematics and Mathematical Sciences
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Grażyna Mazurkiewicz (2010)
Banach Center Publications
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The paper contains a new and elementary proof of the fact that if α ∈ (0,1] then every scale mixture of a symmetric α-stable probability measure is infinitely divisible. This property is known to be a consequence of Kelker's result for the Cauchy distribution and some nontrivial properties of completely monotone functions. It is known that this property does not hold for α = 2. The problem discussed in the paper is still open for α ∈ (1,2).
Pestana, Dinis (1981)
Portugaliae mathematica
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Matthev O. Ojo (2001)
Kragujevac Journal of Mathematics
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B. Kopociński, E. Trybusiowa (1966)
Applicationes Mathematicae
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Fabrizio Durante, Giovanni Puccetti, Matthias Scherer, Steven Vanduffel (2016)
Dependence Modeling
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Saralees Nadarajah, B. M. Golam Kibria (2006)
Applicationes Mathematicae
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Burr distributions are some of the most versatile distributions in statistics. In this paper, a drought application is described by deriving the exact distributions of U = XY and W = X/(X+Y) when X and Y are independent Burr XII random variables. Drought data from the State of Nebraska are used.
Brockett, Patrick L. (1978)
International Journal of Mathematics and Mathematical Sciences
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