Regular variation and generalized domains of attraction in R^ k
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Publication:1314714
Domains of attraction of univariate probability distributions can be described elegantly by using the theory of regularly varying functions. The present paper contains versions of these results for multivariate distributions, based on a suitable concept of regular variation for functions of several variables.
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Cited in
(14)- Regular variation and domains of attraction in \({\mathbb{R}}^ k\)
- Periodic moving averages of random variables with regularly varying tails
- Random deletion does not affect asymptotic normality or quadratic negligibility
- The structure of generalized domains of semistable attraction
- Limit laws for symmetric \(k\)-tensors of regularly varying measures
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- The maximum domain of attraction of multivariate extreme value distributions is small
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- Regular variation in \({\mathbb{R}}^ k\) and vector-normed domains of attraction
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