More on P-stable convex sets in Banach spaces

DOI10.1023/A:1007726708227MaRDI QIDQ2320366zbMATH OpenOpenAlexFDO

Authors Yu. Davydov, Alfredas Račkauskas, V. Paulauskas

Publication date 22 August 2019

Published in Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1023/a:1007726708227

zbMATH Keywords

invariance principlestable lawsrandom zonotopesstable convex setsestimate of parametersLePage type representationLévy motion

Mathematics Subject Classification ID

Applications of functional analysis in probability theory and statistics (46N30) Geometry and structure of normed linear spaces (46B20) Limit theorems for vector-valued random variables (infinite-dimensional case) (60B12)

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• On stochastic integral representation of stable processes with sample paths in Banach spaces
• The Lorenz Zonoid of a Multivariate Distribution

Cited in

(5)

• A review of more than one hundred Pareto-tail index estimators
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• Location invariant heavy tail index estimation with block method
• Strictly stable distributions on convex cones
• scientific article; zbMATH DE number 3913330 (Why is no real title available?)

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