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Volumn 43, Issue 4, 1999, Pages 385-392

On estimation of the spectral measure of certain nonnormal operator stable laws

Author keywords

Domains of normal attraction; Estimation; Operator stable laws; Spectral measure

Indexed keywords


EID: 0033565083     PISSN: 01677152     EISSN: None     Source Type: Journal    
DOI: 10.1016/s0167-7152(98)00277-6     Document Type: Article
Times cited : (4)

References (11)
  • 1
    • 0002407801 scopus 로고
    • On some simple estimates of an exponent of regular variation
    • Hall, P., 1982. On some simple estimates of an exponent of regular variation. J. Roy. Statist. Soc. 44, 37-42.
    • (1982) J. Roy. Statist. Soc. , vol.44 , pp. 37-42
    • Hall, P.1
  • 2
    • 0001263124 scopus 로고
    • A simple general approach to inference about the tail of a distribution
    • Hill, B., 1975. A simple general approach to inference about the tail of a distribution. Ann. Statist. 3, 1163-1173.
    • (1975) Ann. Statist. , vol.3 , pp. 1163-1173
    • Hill, B.1
  • 3
    • 0009027311 scopus 로고
    • Domains of normal attraction of operator-stable measures on Euclidean spaces
    • Jurek, Z.J., 1980. Domains of normal attraction of operator-stable measures on Euclidean spaces. Bull. Acad. Pol. Sci. 28, 397-409.
    • (1980) Bull. Acad. Pol. Sci. , vol.28 , pp. 397-409
    • Jurek, Z.J.1
  • 5
    • 0008980951 scopus 로고
    • Domains of attraction of nonnormal operator stable laws
    • Meerschaert, M.M., 1986. Domains of attraction of nonnormal operator stable laws. J. Multivariate Anal. 19, 342-347.
    • (1986) J. Multivariate Anal. , vol.19 , pp. 342-347
    • Meerschaert, M.M.1
  • 8
    • 0000799857 scopus 로고
    • Test for association of random variables in the domain of attraction of multivariate stable law
    • Rachev, S.T., Xin, H., 1993. Test for association of random variables in the domain of attraction of multivariate stable law. Probab. Math. Statist. 14, 125-141.
    • (1993) Probab. Math. Statist. , vol.14 , pp. 125-141
    • Rachev, S.T.1    Xin, H.2
  • 11
    • 0002812130 scopus 로고
    • Operator-stable probability distributions on vector groups
    • Sharpe, M., 1969. Operator-stable probability distributions on vector groups. Trans. Amer. Math. Soc. 136, 51-65.
    • (1969) Trans. Amer. Math. Soc. , vol.136 , pp. 51-65
    • Sharpe, M.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.