On normal variance-mean mixtures as limit laws for statistics with random sample sizes

DOI10.1016/J.JSPI.2015.07.007MaRDI QIDQ900765zbMATHOpenAlexFDO

Authors V. Yu. Korolev, Alexander I. Zejfman

Publication date 22 December 2015

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jspi.2015.07.007

zbMATH Keywords

limit lawsrandom indexrandom sample sizestransfer theoremmultivariate random sequencesnormal variance-mean mixture

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50)

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Cited in

(5)

• Convergence and inference for mixed Poisson random sums
• scientific article; zbMATH DE number 3967660 (Why is no real title available?)
• Some properties of the multivariate generalized hyperbolic laws
• On convergence of the distributions of random sequences with independent random indexes to variance-mean mixtures
• On some statistical models with a random number of observations

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