Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
767030 | Communications in Nonlinear Science and Numerical Simulation | 2012 | 9 Pages |
Abstract
⺠The generalized-t distribution is used as an alternative to the symmetric stable distribution. ⺠The approximation of the stable distribution by the generalized-t distribution is performed minimizing the Ï2-divergence. ⺠Five applications with real data are presented.
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Authors
P.N. Rathie, M. Coutinho, T.R. Sousa, G.S. Rodrigues, T.B. Carrijo,