Abdul-Hamid, Husein; Nolan, John P. - In: Journal of Multivariate Analysis 67 (1998) 1, pp. 80-89
The density of a generald-dimensional stable random vectorXis expressed as an integral over the sphere in dof a function of the parameters of the one dimensional projections ofX. These formulas give insight into the form of multivariate stable densities and are useful for numerical calculations....
