Home » Stable Law

Stable Law

A List of Our Contributions on Stable Distributions

1-      Simulation and Computation

2000 Simulating exchangeable stable random vectors

2004 Simulating exchangeable sub-Gaussian random vectors

2009 Simulating log fractional stable motion

2011 R software for simulating stable random vectors

2012 R software for calculating 5 types of confidence intervals for scale-exponential distributions,

2-      Characterization

2009 A randomness test for stable data

2010 Characterization of a sub-independent stable random vector

2013 Skewed stable distributions

3-      Forecasting and Prediction

2009 Best linear prediction of stable time series

2012 Best linear estimation of regression with stable errors using ranked set sampling (RSS)

4-      Univatiate Estimation

2012 Moment existence of order statistics of stable distributions

2012 BLUE (Best Linear Unbiased Estimator) of stable distribution parameters using RSS

2013 BLIE (Best Linear Invariant Estimator) of stable distribution parameters using RSS

2013 Four new estimators for four parameters of stable distributions

2013 Two estimators for index of stability of stable random vectors

5-      Multivariate Estimation

2013 Estimation of spectral measure of stable random vectors

2013 Estimating multivariate stable distributions using wavelets

2013 Estimating mixture of multivariate stable distributions using a composite EM algorithm

2013 Estimating mixture of multivariate stable distributions using Gibbs sampling


Post a Comment

Your email address will not be published. Required fields are marked *


five × 5 =

You may use these HTML tags and attributes: <a href="" title=""> <abbr title=""> <acronym title=""> <b> <blockquote cite=""> <cite> <code> <del datetime=""> <em> <i> <q cite=""> <strike> <strong>