Article ID Journal Published Year Pages File Type
767030 Communications in Nonlinear Science and Numerical Simulation 2012 9 Pages PDF
Abstract
► The generalized-t distribution is used as an alternative to the symmetric stable distribution. ► The approximation of the stable distribution by the generalized-t distribution is performed minimizing the χ2-divergence. ► Five applications with real data are presented.
Related Topics
Physical Sciences and Engineering Engineering Mechanical Engineering
Authors
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