Multivariate characteristic functions and tail behaviour

DOI10.1007/BF00535159zbMath0438.60024OpenAlexW2138601012MaRDI QIDQ3880004

Sándor Csörgö

Publication date: 1981

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00535159

zbMATH Keywords

tail behaviourmultivariate characteristic functions

Mathematics Subject Classification ID

Characteristic functions; other transforms (60E10)

Related Items (4)

Applications of distance correlation to time series ⋮ Diagnostic Procedures for Spherically Symmetric Distributions ⋮ Multivariate empirical characteristic functions ⋮ Some inequalities for multivariate characteristic functions

Cites Work

• Limit behaviour of the empirical characteristic function
• Multivariate empirical characteristic functions
• Lipschitz Behavior and Integrability of Characteristic Functions
• A Note on Characteristic Functions
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