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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
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\by R.~Zieli{\'n}ski
\paper A reparametrization of the symmetric $\alpha$-stable distributions and their dispersive ordering
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\pages 410--411
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\transl
\jour Theory Probab. Appl.
\yr 2001
\vol 45
\issue 2
\pages 357--358
\crossref{https://doi.org/10.1137/S0040585X97978312}
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  • 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
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