A class of multivariate symmetric stable distributions

Basil M. de Silva

Journal of Multivariate Analysis, 1978, vol. 8, issue 3, 335-345

Abstract: 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.

Keywords: Multivariate; stable; distributions; characteristic; functions; canonical; correlations (search for similar items in EconPapers)
Date: 1978
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