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A note on characterizations of multivariate stable distributions

โœ Scribed by Truc T. Nguyen; Allan R. Sampson

Publisher
Springer Japan
Year
1991
Tongue
English
Weight
523 KB
Volume
43
Category
Article
ISSN
0020-3157

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โœฆ Synopsis

Several characterizations of multivariate stable distributions together with a characterization of multivariate normal distributions and multivariate stable distributions with Cauchy marginals are given. These are related to some standard characterizations of Marcinkiewicz.

๐Ÿ“œ SIMILAR VOLUMES

Conditional Distributions and Characteri
Conditional Distributions and Characterizations of Multivariate Stable Distribution
โœ T.T. Nguyen ๐Ÿ“‚ Article ๐Ÿ“… 1995 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 409 KB

Several characterizations of multivariate stable distribution are given based on identically distributed random vectors and conditional multivariate stable distribution. 1995 Acadentic Press. Inc.