Multivariate elliptically contoured stable distributions: theory and estimation

By John P. Nolan. 2013

198 citations recorded by the source corpus.

Subfields: Finance, Statistics and Probability

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Finance

1. Kenji Fukumizu
2. Yu Nishiyama

In Statistics and Probability

1. Yu Nishiyama
2. Kenji Fukumizu
3. Arthur Gretton
4. Bernhard Schölkopf
5. Bharath K. Sriperumbudur
6. Dino Sejdinovic
7. Krikamol Muandet
8. Le Song

Citations in the corpus

• Characteristic Kernels and Infinitely Divisible Distributions (2014, background): “There is a wellknown subclass called the sub-Gaussian (or elliptically contoured) α-stable distribution (Samorodnitsky and Taqqu, 1994; Nolan, 2013).”