Conditional Distributions and Characterizations of Multivariate Stable Distribution

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

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Year of publication:	1995
Authors:	Nguyen, T. T.
Published in:	Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 53.1995, 2, p. 181-193
Publisher:	Elsevier

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

Persistent link: https://www.econbiz.de/10005153257