Chaos expansion and asymptotic behavior of the Pareto distribution (Q2453995)
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scientific article; zbMATH DE number 6303423
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| English | Chaos expansion and asymptotic behavior of the Pareto distribution |
scientific article; zbMATH DE number 6303423 |
Statements
Chaos expansion and asymptotic behavior of the Pareto distribution (English)
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12 June 2014
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multiple stochastic integrals
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Malliavin calculus
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Pareto distribution
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Stein method
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convergence in law
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0.7750013470649719
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0.7716773748397827
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0.7700648903846741
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0.7574374079704285
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