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Parameterizations and modes of stable distributions

โœ Scribed by John P. Nolan


Book ID
104302796
Publisher
Elsevier Science
Year
1998
Tongue
English
Weight
468 KB
Volume
38
Category
Article
ISSN
0167-7152

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โœฆ Synopsis


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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