It is a well-known result (which can be traced back to Gauss) that the only translation family of probability densities on \(\mathbb{R}\) for which the arithmetic mean is a maximum likelihood estimate of the translation parameter originates from the normal density. We generalize this characterizatio
Conditional Distributions and Characterizations of Multivariate Stable Distribution
โ Scribed by T.T. Nguyen
- Publisher
- Elsevier Science
- Year
- 1995
- Tongue
- English
- Weight
- 409 KB
- Volume
- 53
- Category
- Article
- ISSN
- 0047-259X
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โฆ Synopsis
Several characterizations of multivariate stable distribution are given based on identically distributed random vectors and conditional multivariate stable distribution. 1995 Acadentic Press. Inc.
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