ArticleOriginal scientific text
Title
Band copulas as spectral measures for two-dimensional stable random vectors
Authors 1, 1
Affiliations
- Institute of Mathematics, University of Zielona Góra, Podgórna 50, 65-246 Zielona Góra, Poland
Abstract
In this paper, we study basic properties of symmetric stable random vectors for which the spectral measure is a copula, i.e., a distribution having uniformly distributed marginals.
Keywords
Symmetric stable random vector, spectral measure, canonical spectral measure, copula, James corelation for random variables
Bibliography
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Pages:
69-75
Main language of publication
English
Received
2003-03-10
Published
2003
DOI: 10.7151/dmps.1036
Exact and natural sciences