Band copulas as spectral measures for two-dimensional stable random vectors
Jacek Bojarski ; Jolanta K. Misiewicz
Discussiones Mathematicae Probability and Statistics, Tome 23 (2003), p. 69-75 / Harvested from The Polish Digital Mathematics Library
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In this paper, we study basic properties of symmetric stable random vectors for which the spectral measure is a copula, i.e., a distribution having uniformly distributed marginals.

Publié le : 2003-01-01
EUDML-ID : urn:eudml:doc:287750 
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Jacek Bojarski; Jolanta K. Misiewicz. Band copulas as spectral measures for two-dimensional stable random vectors. Discussiones Mathematicae Probability and Statistics, Tome 23 (2003) pp. 69-75. http://gdmltest.u-ga.fr/item/bwmeta1.element.bwnjournal-article-doi-10_7151_dmps_1036/

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