Joint stable attraction of two sums of products

DOI10.1016/0047-259X(88)90051-6zbMath0643.60019MaRDI QIDQ1102026

Daren B. H. Cline

Publication date: 1988

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

zbMATH Keywords

stable random variablesdomain of attraction of a bivariate stable distribution

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Central limit and other weak theorems (60F05)

Related Items (3)

Multivariate subexponential distributions ⋮ Consistency for least squares regression estimators with infinite variance data ⋮ Samples with a limit shape, multivariate extremes, and risk

Cites Work

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• Integrals and derivatives of regularly varying functions in \(R^ n\) and domains of attraction of stable distributions. II
• Convolution tails, product tails and domains of attraction
• A bivariate stable characterization and domains of attraction
• Point processes, regular variation and weak convergence
• An asymptotic theory for weighted least-squares with weights estimated by replication
• A Theorem on Products of Random Variables, With Application to Regression
• Limit theory for multivariate sample extremes
• Operator-Stable Probability Distributions on Vector Groups

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