On the Chambers-Mallows-Stuck method for simulating skewed stable random variables
Author:
Publisher
Elsevier BV
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Reference11 articles.
1. The study of a function relating to stable distributions;Buckle;Statist. Probab. Lett.,1994
2. A method for simulating stable random variables;Chambers;J. Amer. Statist. Assoc.,1976
3. A note on Linnik's distributions;Devroye;Statist. Probab. Lett.,1990
4. A triptich of discrete distributions related to the stable law;Devroye;Statist. Probab. Lett.,1993
5. A comedy of errors: the canonical form for a stable characteristic function;Hall;Bull. London Math. Soc.,1981
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