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.
Rabiner, A tutorial on hidden markov models and selec ted applications in speech recognition, Pro- ceedings of the IEEE 77 (2) (1989) 257–286
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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.