On simulating exchangeable sub-Gaussian random vectors-Reference-Cited by-同舟云学术

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On simulating exchangeable sub-Gaussian random vectors

Published:2004-08 Issue:1 Volume:69 Page:29-36
ISSN:0167-7152
Container-title:Statistics & Probability Letters
language:en
Short-container-title:Statistics & Probability Letters

Author:

Mohammadpour Adel,Soltani A.Reza

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Reference8 articles.

1. Aldous, D.J., 1985. Exchangeability and related topics. École d’été de probabilités de Saint-Flour, XIII—1983, 1–198, Lecture Notes in Mathematics, Vol. 1117, Springer, Berlin.

2. Linear models with exchangeably distributed errors;Arnold;J. Amer. Statist. Assoc.,1979

3. A method for simulating stable random vectors;Modarres;Comput. Statist.,1994

4. Exchangeable stable random vectors and their simulations;Mohammadpour;Comput. Statist.,2000

5. Fitting data and assessing goodness of fit with stable distributions;Nolan,1999

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1. Feature Clustering of Noisy Data and Application in the Currency Market;Fluctuation and Noise Letters;2022-09-17

2. A Pitman measure of similarity in k-means for clustering heavy-tailed data;Communications in Statistics - Simulation and Computation;2018-02-15

3. Generating random variates for stable sub-Gaussian processes with memory;Signal Processing;2017-02

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