Properties of certain symmetric stable distributions

Grady Miller

Journal of Multivariate Analysis, 1978, vol. 8, issue 3, 346-360

Abstract: Necessary and sufficient conditions are presented for jointly symmetric stable random vectors to be independent and for a regression involving symmetric stable random variables to be linear. The notion of n-fold dependence is introduced for symmetric stable random variables, and under this condition we determine all monomials in such random variables for which moments exist.

Keywords: Multivariate; symmetric; stable; distributions; characteristic; functions; independence; linear; regression; moments (search for similar items in EconPapers)
Date: 1978
References: Add references at CitEc
Citations: View citations in EconPapers (6)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/0047-259X(78)90058-1
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:jmvana:v:8:y:1978:i:3:p:346-360

Ordering information: This journal article can be ordered from
http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

Access Statistics for this article

Journal of Multivariate Analysis is currently edited by de Leeuw, J.

More articles in Journal of Multivariate Analysis from Elsevier
Bibliographic data for series maintained by Catherine Liu ().