6.11 Let Y : 2 1 have log-characteristic function logyY(t) = -|2t1 + 3t2 ||6t15t2|. Show...

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6.11 Let Y : 2 × 1 have log-characteristic function logyφY(t) = -|2t1 + 3t2 |–|6t1—5t2|. Show that øy(t) is the characteristic function of a multivariate symmetric stable distribution not included in the family defined by eqn. (6.5.9).

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Applied Multivariate Analysis

ISBN: 9780486442365

2nd Edition

Authors: S. James Press

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Question Posted: Oct 29, 2024 11:00 AM

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6.11 Let Y : 2 1 have log-characteristic function logyY(t) = -|2t1 + 3t2 ||6t15t2|. Show that y(t) is the characteristic function of a multivariate symmetric stable distribution not included in the...
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6.11 Let Y : 2 1 have log-characteristic function logyY(t) = -|2t1 + 3t2 ||6t15t2|. Show...

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Applied Multivariate Analysis

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