Domains of attraction of the random vector (X, X 2) and applications

DOI10.1080/17442500701840992zbMath1138.60018arXiv0712.3440OpenAlexW2985653457MaRDI QIDQ3498584

Edward Omey

Publication date: 15 May 2008

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0712.3440

zbMATH Keywords

regular variationsample coefficient of variationsample dispersionnon-central \(t\)-statisticdomains of attravtion

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05) Probability distributions: general theory (60E05) Stochastic models in economics (91B70)

Cites Work

• Integrals and derivatives of regularly varying functions in \(R^ n\) and domains of attraction of stable distributions. II
• Domains of attraction and regular variation in \({\mathbb{R}}^ d\)
• Performance analysis of single stage kanban controlled production systems using parametric decomposition
• A bivariate stable characterization and domains of attraction
• When is the Student \(t\)-statistic asymptotically standard normal?
• Limiting distributions of the non-central \(t\)-statistic and their applications to the power of \(t\)-tests under non-normality
• Point processes, regular variation and weak convergence
• A Re‐Examination of Sharpe's Ratio for Log‐Normal Prices
• Regularly varying functions
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Domains of attraction of the random vector (X, X ²) and applications