On the convergence of distributions of statistics constructed from samples of random size to a multivariate generalized variance-gamma distributions

DOI10.1134/S1064562415030205zbMath1323.60042OpenAlexW1887817736MaRDI QIDQ498202

A. Yu. Korchagin, V. Yu. Korolev, Alexander I. Zejfman

Publication date: 28 September 2015

Published in: Doklady Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1134/s1064562415030205

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50)

Cites Work

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• On Limit Distributions of Randomly Indexed Random Sequences
• Modern Theory of Summation of Random Variables
• Generalized Hyperbolic Laws as Limit Distributions for Random Sums
• A Generalization of the Gamma Distribution

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