A modified Greenwood statistic is extended to the bivariate case for testing and estimating the stability index alpha in symmetric alpha-stable distributions, with simulations showing better performance than classical methods especially near alpha=2.
Kabašinskas, L
1 Pith paper cite this work. Polarity classification is still indexing.
1
Pith paper citing it
fields
stat.ME 1years
2026 1verdicts
UNVERDICTED 1representative citing papers
citing papers explorer
-
Testing and estimation of the index of stability of univariate and bivariate symmetric $\alpha-$stable distributions via modified Greenwood statistic
A modified Greenwood statistic is extended to the bivariate case for testing and estimating the stability index alpha in symmetric alpha-stable distributions, with simulations showing better performance than classical methods especially near alpha=2.