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stat.ME2022
Estimation of stability index for symmetric α-stable distribution using quantile conditional variance ratios
Kewin Pączek, Damian Jelito, Marcin Pitera +1
The class of -stable distributions is widely used in various applications, especially for modelling heavy-tailed data. Although the -stable distributions have been used in pr…
math.ST2022★ 4 cited
A note on the equivalence between the conditional uncorrelation and the independence of random variables
Piotr Jaworski, Damian Jelito, Marcin Pitera
It is well known that while the independence of random variables implies zero correlation, the opposite is not true. Namely, uncorrelated random variables are not necessarily indep…