A multivariate Linnik distribution

Dale N. Anderson

Statistics & Probability Letters, 1992, vol. 14, issue 4, 333-336

Abstract: We propose a definition of a multivariate Linnik distribution based upon closure under geometric compounding. The characteristic function of the multivariate Linnik model is 1/(1 + ([summation operator]mi = 1s'[Omega]is)[alpha]/2, where 0

Keywords: Linnik's; distribution; multivariate; stable; distribution (search for similar items in EconPapers)
Date: 1992
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Citations: View citations in EconPapers (20)

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