CONDITIONAL DISTRIBUTIONS AND CHARACTERIZATIONS OF MULTIVARIATE STABLE DISTRIBUTION

被引：6
作者：
NGUYEN, TT
机构：
来源：
JOURNAL OF MULTIVARIATE ANALYSIS | 1995年 / 53卷 / 02期
关键词：
CHARACTERISTIC FUNCTION; CHARACTERISTIC EXPONENT; MULTIVARIATE NORMAL; STABLE LAW; PROJECTION; SPECTRAL RADIUS;
D O I：
10.1006/jmva.1995.1031
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
Several characterizations of multivariate stable distribution are given based on identically distributed random vectors and conditional multivariate stable distribution. (C) 1995 Academic Press, Inc.
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页码：181 / 193
页数：13
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