๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

Tail Behavior, Modes and other Characteristics of Stable Distributions

โœ Scribed by Hippolyte Fofack; John P. Nolan


Book ID
110282802
Publisher
Springer
Year
2000
Tongue
English
Weight
191 KB
Volume
2
Category
Article
ISSN
1386-1999

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๐Ÿ“œ SIMILAR VOLUMES


Parameterizations and modes of stable di
โœ John P. Nolan ๐Ÿ“‚ Article ๐Ÿ“… 1998 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 468 KB

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