AbstractNecessary and sufficient conditions are presented for jointly symmetric stable random vectors to be independent and for a regression involving symmetric stable random variables to be linear. The notion of n-fold dependence is introduced for symmetric stable random variables, and under this condition we determine all monomials in such random variables for which moments exist
This paper studies random vectors X featuring symmetric distributions in that i) the order of the ra...
AbstractThis paper deals with multivariate stable distributions. Press has given an explicit algebra...
AbstractJointly α-stable random variables with index 0 < α < 2 have only finite moments of order les...
AbstractNecessary and sufficient conditions are presented for jointly symmetric stable random vector...
AbstractMultivariate symmetric stable characteristic functions and their properties, as well as cond...
International audienceThe covariation is one of the possible dependence measures for variables where...
AbstractThis paper is devoted to the theory and application of multidimensional stable distributions...
We develop a formula for the power-law decay of various sets for symmetric stable random vectors in ...
International audienceThe covariation is one of the possible dependence measures for variables where...
AbstractWe examine the second-order structure arising when a symmetric function is evaluated over in...
AbstractIt is known that each symmetric stable distribution in Rd is related to a norm on Rd that ma...
The final version of this paper appears in: "Statistics and Probability Letters" 28 (1996): 485-490....
This paper studies random vectors X featuring symmetric distributions in that i) the order of the ra...
This paper studies random vectors X featuring symmetric distributions in that i) the order of the ra...
AbstractSeveral general results are presented whereby various properties of independence or conditio...
This paper studies random vectors X featuring symmetric distributions in that i) the order of the ra...
AbstractThis paper deals with multivariate stable distributions. Press has given an explicit algebra...
AbstractJointly α-stable random variables with index 0 < α < 2 have only finite moments of order les...
AbstractNecessary and sufficient conditions are presented for jointly symmetric stable random vector...
AbstractMultivariate symmetric stable characteristic functions and their properties, as well as cond...
International audienceThe covariation is one of the possible dependence measures for variables where...
AbstractThis paper is devoted to the theory and application of multidimensional stable distributions...
We develop a formula for the power-law decay of various sets for symmetric stable random vectors in ...
International audienceThe covariation is one of the possible dependence measures for variables where...
AbstractWe examine the second-order structure arising when a symmetric function is evaluated over in...
AbstractIt is known that each symmetric stable distribution in Rd is related to a norm on Rd that ma...
The final version of this paper appears in: "Statistics and Probability Letters" 28 (1996): 485-490....
This paper studies random vectors X featuring symmetric distributions in that i) the order of the ra...
This paper studies random vectors X featuring symmetric distributions in that i) the order of the ra...
AbstractSeveral general results are presented whereby various properties of independence or conditio...
This paper studies random vectors X featuring symmetric distributions in that i) the order of the ra...
AbstractThis paper deals with multivariate stable distributions. Press has given an explicit algebra...
AbstractJointly α-stable random variables with index 0 < α < 2 have only finite moments of order les...
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