An alternative model for multivariate stable distributions

Includes bibliographical references (leaves 52-55). === As the title, "An Alternative Model for Multivariate Stable Distributions", depicts, this thesis draws from the methodology of [J36] and derives an alternative to the sub-Gaussian alpha-stable distribution as another model for multiva...

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Bibliographic Details
Main Author: Jama, Siphamandla
Other Authors: Guo, Renkuan
Format: Dissertation
Language:English
Published: University of Cape Town 2014
Subjects:
Online Access:http://hdl.handle.net/11427/8959