Geodesic
A reparametrization of the symmetric $\alpha$-stable distributions and their dispersive ordering
Teoriâ veroâtnostej i ee primeneniâ, Tome 45 (2000) no. 2, pp. 410-411 Cet article a éte moissonné depuis la source Math-Net.Ru

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A reparametrization of symmetric $\alpha$-stable distributions is proposed such that the ordering of distributions according to the value of parameters amounts to their dispersive ordering. A statistical application is presented.
Keywords: symmetric stable distributions, characteristic exponent, index of stability, dispersive ordering, Fama–Roll estimator. 
@article{TVP_2000_45_2_a15,
     author = {R. Zieli\'nski},
     title = {A reparametrization of the symmetric $\alpha$-stable distributions and their dispersive ordering},
     journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
     pages = {410--411},
     year = {2000},
     volume = {45},
     number = {2},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/TVP_2000_45_2_a15/}
}
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R. Zieliński. A reparametrization of the symmetric $\alpha$-stable distributions and their dispersive ordering. Teoriâ veroâtnostej i ee primeneniâ, Tome 45 (2000) no. 2, pp. 410-411. http://geodesic.mathdoc.fr/item/TVP_2000_45_2_a15/