AbstractLet (X1,X2) be an α-stable random vector with 0 < α < 2, not necessarily symmetric. Its distribution is characterized by a finite measure Γ on the unit circle called the spectral measure. It is known that if Γ satisfies some integrability condition then the conditional moment E[∥X2∥p∥X1] can exist for some values of p greater than α. This paper provides a sufficient condition on Γ for the existence of the conditional moment E[∥X2∥p∥X1] involving the maximal range of possible p's, namely p < 2α + 1
In this paper, we construct confidence sets for models defined by many conditional moment inequalities...
International audienceConsider a square matrix with independent and identically distributed entries ...
The dependence structure of a max-stable random vector is characterized by its spectral measure. Usi...
AbstractLet (X1, X2) be a symmetric α-stable random vector with 0 < α < 2. Its distribution is chara...
AbstractLet (X1,X2) be an α-stable random vector with 0 < α < 2, not necessarily symmetric. Its dist...
AbstractLet (X1, X2) be a symmetric α-stable random vector with 0 < α < 2. Its distribution is chara...
AbstractJointly α-stable random variables with index 0 < α < 2 have only finite moments of order les...
Let (X1,X2) be an [alpha]-stable random vector with 0Stable distributions Stable random vectors Symm...
We give necessary and sufficient conditions for the linearity of multiple regression on a general st...
AbstractWe give necessary and sufficient conditions for the linearity of multiple regression on a ge...
AbstractFor a scale mixture of normal vector, X=A1/2G, where X, G∈Rn and A is a positive variable, i...
with 1 < a < 2 and spectral measure r, we find a necessary and sufficient condition in terms o...
The moment index of a nonnegative random variable X has the property that the moment index of the mi...
In this paper, we construct confidence sets for models defined by many conditional moment inequalities...
Full text available for free at http://geostats2012.nr.no/pdfs/1748421.pdfInternational audiencePred...
In this paper, we construct confidence sets for models defined by many conditional moment inequalities...
International audienceConsider a square matrix with independent and identically distributed entries ...
The dependence structure of a max-stable random vector is characterized by its spectral measure. Usi...
AbstractLet (X1, X2) be a symmetric α-stable random vector with 0 < α < 2. Its distribution is chara...
AbstractLet (X1,X2) be an α-stable random vector with 0 < α < 2, not necessarily symmetric. Its dist...
AbstractLet (X1, X2) be a symmetric α-stable random vector with 0 < α < 2. Its distribution is chara...
AbstractJointly α-stable random variables with index 0 < α < 2 have only finite moments of order les...
Let (X1,X2) be an [alpha]-stable random vector with 0Stable distributions Stable random vectors Symm...
We give necessary and sufficient conditions for the linearity of multiple regression on a general st...
AbstractWe give necessary and sufficient conditions for the linearity of multiple regression on a ge...
AbstractFor a scale mixture of normal vector, X=A1/2G, where X, G∈Rn and A is a positive variable, i...
with 1 < a < 2 and spectral measure r, we find a necessary and sufficient condition in terms o...
The moment index of a nonnegative random variable X has the property that the moment index of the mi...
In this paper, we construct confidence sets for models defined by many conditional moment inequalities...
Full text available for free at http://geostats2012.nr.no/pdfs/1748421.pdfInternational audiencePred...
In this paper, we construct confidence sets for models defined by many conditional moment inequalities...
International audienceConsider a square matrix with independent and identically distributed entries ...
The dependence structure of a max-stable random vector is characterized by its spectral measure. Usi...