Matsui, Muneya; Takemura, Akimichi - In: Journal of Multivariate Analysis 100 (2009) 3, pp. 334-344
We consider the numerical evaluation of one-dimensional projections of general multivariate stable densities introduced by Abdul-Hamid and Nolan [H. Abdul-Hamid, J.P. Nolan, Multivariate stable densities as functions of one dimensional projections, J. Multivariate Anal. 67 (1998) 80-89]. In...