Parameterizations and modes of stable distributions
AbstractThe standard parameterizations used for stable distributions are poorly suited for both numerical work and for modeling. We suggest two parameterizations that are better for such purposes. The mode of a general stable density is numerically located and generalizations to multivariate stable laws are discussed.
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Bibliographic InfoArticle provided by Elsevier in its journal Statistics & Probability Letters.
Volume (Year): 38 (1998)
Issue (Month): 2 (June)
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Web page: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description
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