Parameterizations and modes of stable distributions
作者： John P. Nolan
DOI: 10.1016/S0167-7152(98)00010-8
关键词: Characteristic function (probability theory) 、 Work (thermodynamics) 、 Stable law 、 Statistical physics 、 Multivariate statistics 、 Multivariate normal distribution 、 Mathematics 、 Control theory 、 Probability distribution
摘要: Abstract The standard parameterizations used for stable distributions are poorly suited both numerical work and modeling. We suggest two that better such purposes. mode of a general density is numerically located generalizations to multivariate laws discussed.
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