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Multivariate elliptically contoured stable distributions: theory and estimation

https://doi.org/10.1007/s00180-013-0396-7
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Modeling fat tails in stock returns: a multivariate stable-GARCH approach
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Multivariate elliptically contoured stable distributions: theory and estimation
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Tail dependence for elliptically contoured distributions
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Indirect estimation of elliptical stable distributions
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Contributions to Probability.

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Heavy-Tailed Linear Regression and K-Means
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An Analytical EM Algorithm for Sub-Gaussian Vectors
inferred← citeshttps://doi.org/10.3390/su11113185openalex-snapshot
Prices of Mexican Wholesale Electricity Market: An Application of Alpha-Stable Regression
inferred← citeshttps://doi.org/10.3390/sym11101216openalex-snapshot
Comparison and Classification of Flexible Distributions for Multivariate Skew and Heavy-Tailed Data
inferred← citeshttps://doi.org/10.48550/arxiv.1102.3392openalex-snapshot
Space-Time Coding over Fading Channels with Stable Noise
inferred← citeshttps://doi.org/10.48550/arxiv.1510.06772openalex-snapshot
Models for generalized spherical and related distributions
inferred← citeshttps://doi.org/10.48550/arxiv.1711.04460openalex-snapshot
Blind Source Separation Using Mixtures of Alpha-Stable Distributions
inferred← citeshttps://doi.org/10.48550/arxiv.1802.08404openalex-snapshot
Kernel Recursive ABC: Point Estimation with Intractable Likelihood
inferred← citeshttps://doi.org/10.48550/arxiv.1803.05286openalex-snapshot
Turbulence Modeling via the Fractional Laplacian
inferred← citeshttps://doi.org/10.48550/arxiv.1809.09546openalex-snapshot
alphastable: An R Package for Modelling Multivariate Stable and Mixture of Symmetric Stable Distributions
inferred← citeshttps://doi.org/10.48550/arxiv.1811.04565openalex-snapshot
Statistical Inference for Stable Distribution Using EM algorithm
inferred← citeshttps://doi.org/10.48550/arxiv.1906.04516openalex-snapshot
Asymptotic Guarantees for Learning Generative Models with the Sliced-Wasserstein Distance
inferred← citeshttps://doi.org/10.48550/arxiv.2006.12301openalex-snapshot
On Projection Robust Optimal Transport: Sample Complexity and Model Misspecification
inferred← citeshttps://doi.org/10.70675/2d033c49z9cd1z4736zae76zf47063cc5556openalex-snapshot
Application de la radio intelligente dans le contexte ferroviaire : identification aveugle du type de modulation pour les canaux à grandes vitesses
inferred← citeshttps://doi.org/10.70675/6fe83d9cze8c5z44bcz8d9czd198b4ee8083openalex-snapshot
Sketching for large-scale learning of mixture models
inferred← citeshttps://doi.org/10.70675/a227bd17z03d2z4fd2zb928z34e1f668afbaopenalex-snapshot
Processus alpha-stables pour le traitement du signal
inferred← citeshttps://doi.org/10.70675/a589e6bcz7f89z424ez820dzda5d91dc2bcfopenalex-snapshot
Impulsive and dependent interference in IoT networks
inferred← citeshttps://doi.org/10.70675/d6f72967z029bz40daz9e60z4b2e4e312b77openalex-snapshot
Sliced-Wasserstein distance for large-scale machine learning : theory, methodology and extensions
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