Estimation and Comparison of Signed Symmetric Covariation Coefficient and Generalized Association Parameter for Alpha-stable Dependence Modeling

Publisher: Taylor & Francis Ltd

E-ISSN: 1532-415X|43|24|5156-5174

ISSN: 0361-0926

Source: Communications in Statistics: Theory and Methods, Vol.43, Iss.24, 2014-12, pp. : 5156-5174

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Abstract