Limit laws for symmetric \(k\)-tensors of regularly varying measures
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Publication:1578060
DOI10.1006/jmva.1999.1880zbMath0963.60015MaRDI QIDQ1578060
Mark M. Meerschaert, Hans-Peter Scheffler
Publication date: 13 June 2001
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1006/jmva.1999.1880
60E07: Infinitely divisible distributions; stable distributions
60F05: Central limit and other weak theorems
Cites Work
- Joint limit laws of sample moments of a symmetric distribution
- Multilinear algebra. 2nd ed
- Sample covariance matrix for random vectors with heavy tails
- Regular variation and generalized domains of attraction in \(\mathbb{R}^ k\)
- Norming operators for generalized domains of attraction
- Moment estimator for random vectors with heavy tails
- Positive definite kernels, continuous tensor products, and central limit theorems of probability theory
- On the Limit Distributions of Random Symmetric Functions
- Tensor Analysis of ANOVA Decomposition
- Regular Variation in R k
- Multivariable Regular Variation of Functions and Measures
- Operator-Stable Probability Distributions on Vector Groups
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