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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… Click to show full abstract
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.
Keywords:
alpha stable;
coefficient relationship;
two symmetric;
relationship two;
relationship;
symmetric alpha
Journal Title: Communications in Statistics - Theory and Methods
Year Published: 2017
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Journal Title: Communications in Statistics - Theory and Methods
Year Published: 2017
Link to full text (if available)
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recommendations!