Some remarks on multivariate stable distributions

V. J. Paulauskas

Journal of Multivariate Analysis, 1976, vol. 6, issue 3, 356-368

Abstract: This paper deals with multivariate stable distributions. [6], 444-462]. We present counter-examples and correct proofs of some of the statements of Press. The properties of multivariate stable distributions, connected with the spectral measure [Gamma], present in the expression of the characteristic function, are studied.

Keywords: Multivariate; stable; distributions; characteristic; functions; association; parameter (search for similar items in EconPapers)
Date: 1976
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Citations: View citations in EconPapers (9)

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