| dbo:abstract |
The multivariate stable distribution is a multivariate probability distribution that is a multivariate generalisation of the univariate stable distribution. The multivariate stable distribution defines linear relations between stable distribution marginals. In the same way as for the univariate case, the distribution is defined in terms of its characteristic function. The multivariate stable distribution can also be thought as an extension of the multivariate normal distribution. It has parameter, α, which is defined over the range 0 < α ≤ 2, and where the case α = 2 is equivalent to the multivariate normal distribution. It has an additional skew parameter that allows for non-symmetric distributions, where the multivariate normal distribution is symmetric. (en) |
| dbo:thumbnail |
wiki-commons:Special:FilePath/Mv_stable.png?width=300 |
| dbo:wikiPageExternalLink |
https://www.cs.cmu.edu/~bickson/stable http://www.mathworks.com/matlabcentral/fileexchange/37514 |
| dbo:wikiPageID |
30487808 (xsd:integer) |
| dbo:wikiPageLength |
9659 (xsd:nonNegativeInteger) |
| dbo:wikiPageRevisionID |
1005830584 (xsd:integer) |
| dbo:wikiPageWikiLink |
dbr:Probability_distribution dbr:Elliptical_distribution dbr:Multiuser_detection dbr:Multivariate_normal_distribution dbr:Stable_distribution dbr:Factor_analysis dbc:Probability_distributions_with_non-finite_variance dbr:Characteristic_function_(probability_theory) dbc:Multivariate_continuous_distributions dbr:Random_vector dbr:Exponent dbr:Multivariate_Cauchy_distribution dbr:File:Mv_indp.png dbr:File:Mv_indp2.png dbr:File:Mv_stable.png |
| dbp:cdf |
(en) |
| dbp:char |
see text (en) |
| dbp:name |
multivariate stable (en) |
| dbp:parameters |
- a spectral finite measure on the sphere (en) - shift/location vector (en) — exponent (en) |
| dbp:pdf |
(en) |
| dbp:pdfImage |
220 (xsd:integer) (Heatmap showing a Multivariate stable distribution with α = 1.1) (en) |
| dbp:type |
multivariate (en) |
| dbp:variance |
Infinite when (en) |
| dbp:wikiPageUsesTemplate |
dbt:Clarify dbt:ProbDistributions dbt:Reflist dbt:Probability_distribution |
| dcterms:subject |
dbc:Probability_distributions_with_non-finite_variance dbc:Multivariate_continuous_distributions |
| rdf:type |
yago:WikicatMultivariateContinuousDistributions yago:Abstraction100002137 yago:Arrangement105726596 yago:Cognition100023271 yago:Distribution105729036 yago:PsychologicalFeature100023100 yago:Structure105726345 yago:WikicatProbabilityDistributions yago:WikicatProbabilityDistributionsWithNon-finiteVariance |
| rdfs:comment |
The multivariate stable distribution is a multivariate probability distribution that is a multivariate generalisation of the univariate stable distribution. The multivariate stable distribution defines linear relations between stable distribution marginals. In the same way as for the univariate case, the distribution is defined in terms of its characteristic function. (en) |
| rdfs:label |
Multivariate stable distribution (en) |
| owl:sameAs |
freebase:Multivariate stable distribution yago-res:Multivariate stable distribution wikidata:Multivariate stable distribution https://global.dbpedia.org/id/4rbSU |
| prov:wasDerivedFrom |
wikipedia-en:Multivariate_stable_distribution?oldid=1005830584&ns=0 |
| foaf:depiction |
wiki-commons:Special:FilePath/Mv_indp.png wiki-commons:Special:FilePath/Mv_indp2.png wiki-commons:Special:FilePath/Mv_stable.png |
| foaf:isPrimaryTopicOf |
wikipedia-en:Multivariate_stable_distribution |
| is dbo:wikiPageWikiLink of |
dbr:Joint_probability_distribution dbr:Elliptical_distribution dbr:Multivariate_normal_distribution dbr:Stable_distribution dbr:List_of_statistics_articles |
| is foaf:primaryTopic of |
wikipedia-en:Multivariate_stable_distribution |
