Estimating the spectral measure of a multivariate stable distribution via spherical harmonic analysis
AbstractA new method is developed for estimating the spectral measure of a multivariate stable probability measure, by representing the measure as a sum of spherical harmonics.
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Bibliographic InfoArticle provided by Elsevier in its journal Journal of Multivariate Analysis.
Volume (Year): 87 (2003)
Issue (Month): 2 (November)
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