A class of multivariate symmetric stable distributions

Multivariate symmetric stable characteristic functions and their properties, as well as conditions for independence and an analogue of the correlation coefficient in bivariate symmetric stable distributions, are discussed.

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Year of publication:	1978
Authors:	Silva, Basil M. de
Published in:	Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 8.1978, 3, p. 335-345
Publisher:	Elsevier
Keywords:	Multivariate stable distributions characteristic functions canonical correlations

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005221402