Multi-normex distributions for the sum of random vectors. Rates of convergence (Q6176328)
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scientific article; zbMATH DE number 7730785
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| English | Multi-normex distributions for the sum of random vectors. Rates of convergence |
scientific article; zbMATH DE number 7730785 |
Statements
Multi-normex distributions for the sum of random vectors. Rates of convergence (English)
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22 August 2023
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aggregation
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central limit theorem
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dependence
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extreme value theorem
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geometrical quantiles
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multivariate extremes
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multivariate regular variation
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(multivariate) Pareto distribution
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ordered statistics
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QQ-plots
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rate of convergence
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second order regular variation
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sum of random vectors
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0.7798769474029541
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0.7731660604476929
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0.7445646524429321
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