Estimation of parameters of regularly varying distributions on convex cones

zbMath1249.60005arXiv1006.5655MaRDI QIDQ3116335

Youri Davydov, Shuyan Liu

Publication date: 22 February 2012

Full work available at URL: https://arxiv.org/abs/1006.5655

zbMATH Keywords

regular variation; spectral measure; multivariate stable distributions

Mathematics Subject Classification ID

60E07: Infinitely divisible distributions; stable distributions

60F05: Central limit and other weak theorems

60E05: Probability distributions: general theory

60B10: Convergence of probability measures