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math.ST2013
Illustration par quelques exemples des lois strictement stables dans un cône convexe
Shuyan Liu
The stability of random variables can be generalized in any convex cone. In this case the principal results about the LePage representation and the domains of attraction are analog…
math.ST2010
Estimation of the spectral measure of multivariate regularly varying distributions
Shuyan Liu
In the paper, the estimator for the spectral measure of multivariate stable distributions introduced by Davydov and co-workers are extended to the regularly varying distributions.…