Domains of attraction for exponential families. (Q2574590): Difference between revisions

Exponential families born by a single random variable are considered. The authors are interested in relative weak compactness of normalized exponential families. Approaching to the upper endpoint of the parameter range three cases of domain of attraction are described: normal, positive gamma, and negative gamma law.

0 references

zbMATH Keywords

asymptotic normality

0 references

convex conjugate

0 references

Esscher transform

0 references

gamma distribution

0 references

normal distribution

0 references

self-neglecting

0 references

strong unimodality

0 references

reviewed by

Petr Lachout

0 references

MaRDI profile type

MaRDI publication profile

0 references

cites work

Densities with Gaussian Tails

0 references

Tauberian Results for Densities with Gaussian Tails

0 references

Limit laws for exponential families

0 references

Q4323699

0 references

A classification of reproducible natural exponential families in the broad sense

0 references

A note on the tail accuracy of the univariate saddlepoint approximation

0 references

Tail Exactness of Multivariate Saddlepoint Approximations

0 references

Q3314809

0 references

Q4726487

0 references

Convolution tails, product tails and domains of attraction

0 references

Saddlepoint Approximations in Statistics

0 references

Q4343010

0 references

On a strong Tauberian result

0 references

Q5512461

0 references

Q3762535

0 references

Uniform saddlepoint approximations

0 references

Q3771297

0 references

Identifiers

zbMATH Open document ID

1075.60502

0 references

DOI

10.1016/S0304-4149(03)00060-7

0 references

Mathematics Subject Classification ID

0 references

0 references

0 references

0 references

Sitelinks

Mathematics(1 entry)

mardi Publication:2574590

@@ Property / author @@
-Claudia Klüppelberg
@@ Property / author: Claudia Klüppelberg / rank @@
-Normal rank
@@ Property / author @@
-Sidney I. Resnick
@@ Property / author: Sidney I. Resnick / rank @@
-Normal rank
@@ Property / reviewed by @@
-Petr Lachout
@@ Property / reviewed by: Petr Lachout / rank @@
-Normal rank
@@ Property / author @@
+Claudia Klüppelberg
@@ Property / author: Claudia Klüppelberg / rank @@
+Normal rank
@@ Property / author @@
+Sidney I. Resnick
@@ Property / author: Sidney I. Resnick / rank @@
+Normal rank
@@ Property / reviewed by @@
+Petr Lachout
@@ Property / reviewed by: Petr Lachout / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / cites work @@
+Densities with Gaussian Tails
@@ Property / cites work: Densities with Gaussian Tails / rank @@
+Normal rank
@@ Property / cites work @@
+Tauberian Results for Densities with Gaussian Tails
+Normal rank
@@ Property / cites work @@
+Limit laws for exponential families
@@ Property / cites work: Limit laws for exponential families / rank @@
+Normal rank
@@ Property / cites work @@
+Q4323699
@@ Property / cites work: Q4323699 / rank @@
+Normal rank
@@ Property / cites work @@
+A classification of reproducible natural exponential families in the broad sense
+Normal rank
@@ Property / cites work @@
+A note on the tail accuracy of the univariate saddlepoint approximation
+Normal rank
@@ Property / cites work @@
+Tail Exactness of Multivariate Saddlepoint Approximations
+Normal rank
@@ Property / cites work @@
+Q3314809
@@ Property / cites work: Q3314809 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4726487
@@ Property / cites work: Q4726487 / rank @@
+Normal rank
@@ Property / cites work @@
+Convolution tails, product tails and domains of attraction
+Normal rank
@@ Property / cites work @@
+Saddlepoint Approximations in Statistics
@@ Property / cites work: Saddlepoint Approximations in Statistics / rank @@
+Normal rank
@@ Property / cites work @@
+Q4343010
@@ Property / cites work: Q4343010 / rank @@
+Normal rank
@@ Property / cites work @@
+On a strong Tauberian result
@@ Property / cites work: On a strong Tauberian result / rank @@
+Normal rank
@@ Property / cites work @@
+Q5512461
@@ Property / cites work: Q5512461 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3762535
@@ Property / cites work: Q3762535 / rank @@
+Normal rank
@@ Property / cites work @@
+Uniform saddlepoint approximations
@@ Property / cites work: Uniform saddlepoint approximations / rank @@
+Normal rank
@@ Property / cites work @@
+Q3771297
@@ Property / cites work: Q3771297 / rank @@
+Normal rank