Coefficient of relationship for two symmetric alpha-stable variables when alpha is in the interval (1,2]
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DOI: 10.1080/03610926.2015.1137599
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… read more here.
Keywords: alpha stable; coefficient relationship; two symmetric; relationship two ... See more keywords