Association of Stable Random Variables
Open Access
- 1 October 1990
- journal article
- Published by Institute of Mathematical Statistics in The Annals of Probability
- Vol. 18 (4) , 1759-1764
- https://doi.org/10.1214/aop/1176990646
Abstract
We present necessary and sufficient conditions for association and negative association of jointly $\alpha$-stable random variables, $0 < \alpha < 2$.
Keywords
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