Association of Stable Random Variables
Lee, Mei-Ling Ting ; Rachev, Svetlozar T. ; Samorodnitsky, Gennady
Ann. Probab., Tome 18 (1990) no. 4, p. 1759-1764 / Harvested from Project Euclid
Text on Project Euclid
PDF
Alt PDF
We present necessary and sufficient conditions for association and negative association of jointly $\alpha$-stable random variables, $0 < \alpha < 2$.
Publié le : 1990-10-14
Classification:  $\alpha$-stable,  positive dependence,  association,  negative association,  60E07,  62H20 
@article{1176990646,
     author = {Lee, Mei-Ling Ting and Rachev, Svetlozar T. and Samorodnitsky, Gennady},
     title = {Association of Stable Random Variables},
     journal = {Ann. Probab.},
     volume = {18},
     number = {4},
     year = {1990},
     pages = { 1759-1764},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176990646}
}

Lee, Mei-Ling Ting; Rachev, Svetlozar T.; Samorodnitsky, Gennady. Association of Stable Random Variables. Ann. Probab., Tome 18 (1990) no. 4, pp.  1759-1764. http://gdmltest.u-ga.fr/item/1176990646/