Prefer a chat interface with context about you and your work?
Copulas and Dependency Measures for Multivariate Linnik Distributions
We begin this paper by introducing the Linnik distributions in both the univariate and multivariate case. An overview of simulation methods and two estimation procedures for the multivariate Linnik distribution are presented. Experiments demonstrating the accuracy of the procedures are also included. Then a novel multivariate Linnik copula is derived. …