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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.…
math.PR2010★ 1 cited
Estimation of parameters of regularly varying distributions on convex cones
Youri Davydov, Shuyan Liu
The objective of this paper is to extend an estimation method of parameters of the stable distributions in $\rd$ to the regularly varying tails distributions in an arbitrary cone.…