Multivariate α-stable distributions: VAR(1) processes, measures of dependence and their estimations.
Maicon J. KarlingSílvia R. C. LopesRoberto M. de SouzaPublished in: J. Multivar. Anal. (2023)
Keyphrases
- image segmentation
- dependence structure
- risk measures
- multivariate normal
- finite mixtures
- stochastic processes
- statistical dependence
- probability distribution
- regression model
- statistical tests
- probability distribution function
- marginal distributions
- multivariate data
- mixed data
- neural network
- quality measures
- evaluation measures
- web services
- social networks