Coefficient of relationship for two symmetric alpha-stable variables when alpha is in the interval (1,2]

6/13/2019 12:00:00 AM

Stanislaus S. Uyanto (2017). Coefficient of relationship for two symmetric alpha-stable variables when alpha is in the interval (1,2], Communications in Statistics-Theory and Methods, 46:14, 6874-6881, https://doi.org/10.1080/03610926.2015.1137599

Abstract:

This article derives a new coefficient of relationship of two symmetric alpha-stable variables when alpha is in the interval (1,2] based on covariation. Its numerical value ranges from −1 to +1. Simulation studies are used to evaluate the performance of the coefficient of relationship estimators.

Coefficient of relationship for two symmetric alpha-stable variables when alpha is in the interval (1,2]

DUNIA KAMPUS

FAKULTAS

Coefficient of relationship for two symmetric alpha-stable variables when alpha is in the interval (1,2]

Share:

DUNIA KAMPUS

FAKULTAS