52 citations · 56 across the 3 of their papers we have counts for
4 papers
Specification procedures for multivariate stable-Paretian laws for independent and for conditionally heteroskedastic data
Simos G. Meintanis, John P. Nolan, Charl Pretorius
We consider goodness-of-fit methods for multivariate symmetric and asymmetric stable Paretian random vectors in arbitrary dimension. The methods are based on the empirical characte…
Truncated fractional moments of stable laws
John P. Nolan
Expressions are given for the truncated fractional moments of a general stable law. These involve families of special functions that arose out of the study of multivariat…
Models for generalized spherical and related distributions
John P Nolan
A flexible model is developed for multivariate generalized spherical distributions, i.e. ones with level sets that are star shaped. To work in dimension above 2 requires tools from…
Models for dependent extremes using stable mixtures
Anne-Laure Fougères, John P. Nolan, Holger Rootzén
This paper unifies and extends results on a class of multivariate Extreme Value (EV) models studied by Hougaard, Crowder, and Tawn. In these models both unconditional and condition…