Abstract
We introduce a new measure of dependence between the components of a symmetric α-stable random vector that we call the signed symmetric covariation coefficient. We show that this coefficient satisfies the properties of the classical Pearson coefficient. Moreover, we show that in the case of sub-Gaussian random vectors, this coefficient coincide with the association parameter and the generalized association parameter. To cite this article: B. Garel, B. Kodia, C. R. Acad. Sci. Paris, Ser. I 347 (2009).
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