Atma Jaya

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ENG | IND
 
Coefficient of relationship for two symmetric alpha-stable variables when alpha is in the interval (1,2]
Stanislaus S. Uyanto (2017). Coefficient of relationship for two symmetric alpha-stable variables when alpha is in the interval (1,2], Communications in Statistics-Theory and Methods, 46:14, 6874-6881https://doi.org/10.1080/03610926.2015.1137599

 

Abstract: 

This article derives a new coefficient of relationship of two symmetric alpha-stable variables when alpha is in the interval (1,2] based on covariation. Its numerical value ranges from −1 to +1. Simulation studies are used to evaluate the performance of the coefficient of relationship estimators.

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