Teoriya Veroyatnostei i ee Primeneniya
RUS  ENG    JOURNALS   PEOPLE   ORGANISATIONS   CONFERENCES   SEMINARS   VIDEO LIBRARY   PACKAGE AMSBIB  
General information
Latest issue
Archive
Impact factor
Guidelines for authors
Submit a manuscript

Search papers
Search references

RSS
Latest issue
Current issues
Archive issues
What is RSS


Teor. Veroyatnost. i Primenen.:
Year:
Volume:
Issue:
Page:
Find




Personal entry:
Login:
Password:
Save password
Enter
Forgotten password?
Register

Teoriya Veroyatnostei i ee Primeneniya, 2000, Volume 45, Issue 2, Pages 410–411
DOI: https://doi.org/10.4213/tvp475 (Mi tvp475) 		 
This article is cited in 1 scientific paper (total in 1 paper)

Short Communications

A reparametrization of the symmetric $\alpha$-stable distributions and their dispersive ordering

R. Zieliński

Institute of Mathematics, Polish Academy of Sciences, Poland
Full-text PDF (139 kB) Citations (1)
DOI: https://doi.org/10.4213/tvp475
Abstract: A reparametrization of symmetric $\alpha$-stable distributions is proposed such that the ordering of distributions according to the value of parameters amounts to their dispersive ordering. A statistical application is presented.
Keywords: symmetric stable distributions, characteristic exponent, index of stability, dispersive ordering, Fama–Roll estimator.
Received: 16.04.1999
English version:
Theory of Probability and its Applications, 2001, Volume 45, Issue 2, Pages 357–358
DOI: https://doi.org/10.1137/S0040585X97978312
Bibliographic databases:
Document Type: Article
Language: English
Citation: R. Zieliński, “A reparametrization of the symmetric $\alpha$-stable distributions and their dispersive ordering”, Teor. Veroyatnost. i Primenen., 45:2 (2000), 410–411; Theory Probab. Appl., 45:2 (2001), 357–358
Citation in format AMSBIB
\Bibitem{Zie00}
\by R.~Zieli{\'n}ski
\paper A reparametrization of the symmetric $\alpha$-stable distributions and their dispersive ordering
\jour Teor. Veroyatnost. i Primenen.
\yr 2000
\vol 45
\issue 2
\pages 410--411
\mathnet{http://mi.mathnet.ru/tvp475}
\crossref{https://doi.org/10.4213/tvp475}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=1968865}
\zmath{https://zbmath.org/?q=an:0978.60062}
\transl
\jour Theory Probab. Appl.
\yr 2001
\vol 45
\issue 2
\pages 357--358
\crossref{https://doi.org/10.1137/S0040585X97978312}
\isi{https://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=Publons&SrcAuth=Publons_CEL&DestLinkType=FullRecord&DestApp=WOS_CPL&KeyUT=000169004700016}
Linking options:
  • https://www.mathnet.ru/eng/tvp475
  • https://doi.org/10.4213/tvp475
  • https://www.mathnet.ru/eng/tvp/v45/i2/p410
    • This publication is cited in the following 1 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    		Теория вероятностей и ее применения Theory of Probability and its Applications
     
      Contact us:
    		  Terms of Use  Registration to the website  Logotypes © Steklov Mathematical Institute RAS, 2024