Estimation of stability index for symmetric $$\alpha $$-stable distribution using quantile conditional variance ratios

Goodness-of-fit test for $$\alpha$$-stable distribution based on the quantile conditional variance statistics

(2021) Marcin Pitera et al.   Statistical Methods and Applications

New fat-tail normality test based on conditional second moments with applications to finance

(2020) Damian Jelito et al.   STATISTICAL PAPERS

Selection of the Informative Frequency Band in a Bearing Fault Diagnosis in the Presence of Non-Gaussian Noise—Comparison of Recently Developed Methods

(2020) Justyna Hebda-Sobkowicz et al.   Applied Sciences-Basel

Estimation of the parameters of multivariate stable distributions

(2020) Aastha M. Sathe et al.   COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION

Omnibus test for normality based on the Edgeworth expansion

(2020) Agnieszka Wyłomańska et al.   PLoS One

A note on conditional variance and characterization of probability distributions

(2020) Piotr Jaworski et al.   STATISTICS & PROBABILITY LETTERS

Data-Driven Iterative Vibration Signal Enhancement Strategy Using Alpha Stable Distribution

(2017) Grzegorz Żak et al.   SHOCK AND VIBRATION

Characteristic function based parameter estimation of skewed alpha-stable distribution: An analytical approach

(2017) Mohammadreza Hassannejad Bibalan et al.   SIGNAL PROCESSING

The 20-60-20 rule

(2016) Piotr Jaworski et al.   DISCRETE AND CONTINUOUS DYNAMICAL SYSTEMS-SERIES B

Asymptotic stochastic dominance rules for sums of i.i.d. random variables

(2016) Sergio Ortobelli et al.   JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS

Bias-corrected and robust estimation of the bivariate stable tail dependence function

(2016) Mikael Escobar-Bach et al.   TEST

Serial independence tests for innovations of conditional mean and variance models

(2016) Kilani Ghoudi et al.   TEST

Bias-corrected and robust estimation of the bivariate stable tail dependence function

(2016) Mikael Escobar-Bach et al.   TEST

Serial independence tests for innovations of conditional mean and variance models

(2016) Kilani Ghoudi et al.   TEST

Non-Gaussian polymers described by alpha-stable chain statistics: Model, effective interactions in binary mixtures, and application to on-surface separation

(2015) M. Majka et al.   PHYSICAL REVIEW E

Discriminating between Light- and Heavy-Tailed Distributions with Limit Theorem

(2015) Krzysztof Burnecki et al.   PLoS One

Fluctuations of healthy and unhealthy heartbeat intervals

(2013) Boon Leong Lan et al.   EPL

A new statistical modeling and detection method for rolling element bearing faults based on alpha–stable distribution

(2013) Gang Yu et al.   MECHANICAL SYSTEMS AND SIGNAL PROCESSING

The method of simulated quantiles

(2012) Yves Dominicy et al.   JOURNAL OF ECONOMETRICS

Estimation of High Conditional Quantiles for Heavy-Tailed Distributions

(2012) Huixia Judy Wang et al.   JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION

Recognition of stable distribution with Lévy indexαclose to 2

(2012) Krzysztof Burnecki et al.   PHYSICAL REVIEW E

Intratumor Heterogeneity in Evolutionary Models of Tumor Progression

(2011) Rick Durrett et al.   GENETICS

Estimation of stable distributions by indirect inference

(2010) René Garcia et al.   JOURNAL OF ECONOMETRICS

Spectral and statistical analysis of fluctuations in the SOL and diverted plasmas of the Uragan-3M torsatron

(2009) A. A. Beletskii et al.   PLASMA PHYSICS REPORTS

A Lévy flight for light

(2008) Pierre Barthelemy et al.   NATURE