Parameterizations and modes of stable distributions
The 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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Volume (Year): 38 (1998)
Issue (Month): 2 (June)
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References listed on IDEAS
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- Aleksander Janicki & Aleksander Weron, 1994. "Simulation and Chaotic Behavior of Alpha-stable Stochastic Processes," HSC Books, Hugo Steinhaus Center, Wroclaw University of Technology, number hsbook9401.
- Gawronski WoLfgang & Wießner Martin, 1992. "Asymptotics And Inequalities For The Mode Of Stable Laws," Statistics & Risk Modeling, De Gruyter, vol. 10(1-2), pages 183-198, February.
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