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https://doi.org/10.1111/j.1467-842x.1980.tb01164.x
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Cite Journal: Australian Journal of Statistics |  Publication Date: Jun 1, 1980 |
 Citations: 7 |
Affiliation: Monash University
SummaryA test of independence in symmetric bivariate stable distributions is constructed using the empirical characteristic function as a test statistic. A particular class of distributions considered in detail is X = U + V, Y=V+W where U, V, and W are mutually independent symmetric stable distributions with the same index.
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