A TEST OF INDEPENDENCE FOR BIVARIATE SYMMETRIC STABLE DISTRIBUTIONS |
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Authors: | B M DeSilva R C Griffiths |
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Institution: | Department of Mathematics, Monash University |
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Abstract: | A test of independence in symmetric bivariate stable distributions is constructed using the empirical characteristic function as a test statistic. A particular class of distributions considered in detail is X = U + V, Y=V+W where U, V, and W are mutually independent symmetric stable distributions with the same index. |
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