References
- Azzalini, A. and Capitanio, A. (1999). Statistical applications of the multivariate skew-normal distri-bution, Journal of the Royal Statistical Society, Series B, 61, 579-602. https://doi.org/10.1111/1467-9868.00194
- Blyth, C. R. (1986). Convolutions of Cauchy distributions, The American Mathematical Monthly, 93, 645-647. https://doi.org/10.2307/2322331
- Casella, G. and Berger, R. L. (2002). Statistical Inference, 2nd, Duxbury, CA.
- Crovella, M. E., Taqqu, M. S. and Bestavros, A. (1998). A Practical Guide to Heavy Tails: Statistical Techniques and Applications, Adler, R., Feldman, R. and Taqqu, M., editors, Birkhauser, Boston.
- Ferguson, T. S. (1962). A representation of the symmetric bivariate Cauchy distribution, The Annals of Mathematical Statistics, 33, 1256-1266. https://doi.org/10.1214/aoms/1177704357
- Kotz, S. and Nadarajah, S. (2004). Multivariate t Distributions and Their Application, Cambridge University Press, Cambridge.
- Melnick, E. L. and Tenenbein, A. (1982). Misspecifications of the normal distribution, The American Statistician, 36, 372-373.
- Novosyolov, A. (2006). The Sum of Dependent Normal Variables may be not Normal, Technical report, Institute of computational modeling SB RAS.
- Park, S. Y. and Bera, A. K. (2009). Maximum entropy autoregressive conditional heteroskedasticity model, Journal of Econometrics, 150, 219-230. https://doi.org/10.1016/j.jeconom.2008.12.014
- Romano, J. P. and Siegel, A. F. (1986). Counterexamples in Probability and Statistics, Wadsworth & Brooks/Cole Advanced Books & Software, CA.
- Zhang, J. (2010). A highly efficient L-estimator for the location parameter of the Cauchy distribution, Computational Statistics, 25, 97-105 https://doi.org/10.1007/s00180-009-0163-y
Cited by
- Solving Systems of Random Quadratic Equations via Truncated Amplitude Flow vol.64, pp.2, 2018, https://doi.org/10.1109/TIT.2017.2756858