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BukuCoefficient of relationship for two symmetric alpha-stable variables when alpha is in the interval (1,2) (article of Communications in statistics - theory and methods 2017 Vol.46 No.14 p.6874-6881)
Bibliografi
Author: Uyanto, Stanislaus Suryadi
Topik: Coefficient of relationship; Covariation; Symmetric alpha-stable distribution; JABFUNG-FEB-STA-2021
Bahasa: (EN )    
Penerbit: Taylor & Francis     Tahun Terbit: 2017    
Jenis: Article - diterbitkan di jurnal ilmiah internasional
Fulltext: Coefficient of relationship for two symmetric.pdf (332.1KB; 2 download)
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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