Some remarks on multivariate stable distributions
AbstractThis paper deals with multivariate stable distributions. , 444-462]. We present counter-examples and correct proofs of some of the statements of Press. The properties of multivariate stable distributions, connected with the spectral measure [Gamma], present in the expression of the characteristic function, are studied.
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Bibliographic InfoArticle provided by Elsevier in its journal Journal of Multivariate Analysis.
Volume (Year): 6 (1976)
Issue (Month): 3 (September)
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Web page: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description
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- Z. Fang & H. Joe, 1992. "Further developments on some dependence orderings for continuous bivariate distributions," Annals of the Institute of Statistical Mathematics, Springer, vol. 44(3), pages 501-517, September.
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