Anderson, Dale N. - In: Statistics & Probability Letters 14 (1992) 4, pp. 333-336
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 < [alpha … proportional. The specific case of [alpha] = 2 yields a multivariate LaPlace distribution. Estimation methods analogous to those …