Properties of Certain Symmetric Stable Distributions.
NORTH CAROLINA UNIV AT CHAPEL HILL DEPT OF STATISTICS
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Necessary and sufficient conditions are presented for jointly symmetric stable random vectors to be independent and for a regression involving symmetric stable random variables to be linear. The notion of n-fold dependence is introduced for symmetric stable random variables, and under this condition we determine all monomials in such random variables for which moments exist. Author
- Statistics and Probability