Search Results - subject:"Stable Distributions"

Iterated probability distributions and extremes with random sample size

Rauhut, B. - In: Annals of the Institute of Statistical Mathematics 48 (1996) 1, pp. 145-155

Persistent link: https://www.econbiz.de/10005760246

Sargent, Thomas J. (born 1943)

Sent, Esther-Mirjam - Palgrave Macmillan

Thomas J. Sargent is the 2011 recipient of the Nobel Prize in Economic Sciences (along with Christopher Sims). Sargent has been instrumental in the development of rational expectations economics. The central idea behind this approach is that individuals should not make systematic mistakes. Yet...

Persistent link: https://www.econbiz.de/10010755724

Bayesian Inference for Mixtures of Stable Distributions.

Casarin, Roberto - Université Paris-Dauphine

of stable distributions allows for modelling skewness and heavy tails but gives rise to inferential problems related to … the estimation of the stable distributions' parameters. Some recent works have proposed characteristic function based …

Persistent link: https://www.econbiz.de/10009024342

A note on characterizations of multivariate stable distributions

Nguyen, Truc; Sampson, Allan - In: Annals of the Institute of Statistical Mathematics 43 (1991) 4, pp. 793-801

Persistent link: https://www.econbiz.de/10005616371

Strictly operator-stable distributions

Sato, Ken-iti - In: Journal of Multivariate Analysis 22 (1987) 2, pp. 278-295

Strictly operator-stable distributions are defined and discussed. Characterization of strictly stable distributions … with exponent 1 is generalized to strictly ([alpha], Q)-stable distributions with [alpha] being an eigenvalue of Q. …

Persistent link: https://www.econbiz.de/10005199890