U-Statistic for Multivariate Stable Distributions
نویسندگان
چکیده
منابع مشابه
Metrics for multivariate stable distributions
Metrics are proposed for the distance between two multivariate stable distributions. The first set of metrics are defined in terms of the closeness of the parameter functions of one dimensional projections of the laws. Convergence in these metrics is equivalent to convergence in distribution and an explicit bound on the closeness of two stable densities is given. Another metric based on the Pro...
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ژورنال
عنوان ژورنال: Journal of Probability and Statistics
سال: 2017
ISSN: 1687-952X,1687-9538
DOI: 10.1155/2017/3483827