Left and right linear innovations for a multivariate S[alpha]S random variable

Marek Rutkowski

Statistics & Probability Letters, 1995, vol. 22, issue 3, 175-184

Abstract: Properties of conditional expectations and metric projections for multivariate symmetric [alpha]-stable random variables with 1

Keywords: Multivariate; symmetric; [alpha]-stable; distributions; Linear; regression; Metric; projection (search for similar items in EconPapers)
Date: 1995
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