Approximation by penultimate stable laws

MaRDI QIDQ2772013zbMATH OpenFDO

Authors H. Iglesias Pereira, Laurens De Haan, Liang Peng

Publication date 18 February 2002

Published in Probability and Mathematical Statistics (Search for Journal in Brave)

zbMATH Keywords

convergence ratepenultimate approximationsstable distributions

Mathematics Subject Classification ID

Rate of growth of functions, orders of infinity, slowly varying functions (26A12) Infinitely divisible distributions; stable distributions (60E07) Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50)

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Cited in

(4)

• Refining the central limit theorem approximation via extreme value theory
• Penultimate gamma approximation in the CLT for skewed distributions
• Strong Approximations for Partial Sums of Random Variables Attracted to a Stable Law
• scientific article; zbMATH DE number 868182 (Why is no real title available?)

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