On [alpha]-symmetric multivariate distributions

A random vector is said to have a 1-symmetric distribution if its characteristic function is of the form [phi](t1 + ... + tn). 1-Symmetric distributions are characterized through representations of the admissible functions [phi] and through stochastic representations of the radom vectors, and some of their properties are studied.

MoreLess

Year of publication:	1983
Authors:	Cambanis, Stamatis ; Keener, Robert ; Simons, Gordon
Published in:	Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 13.1983, 2, p. 213-233
Publisher:	Elsevier
Keywords:	[alpha]-symmetric multivariate characteristic function Laplace transform conditional distribution n-dimensional version stable

More details

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

Persistent link: https://www.econbiz.de/10005199784