Some Generalized Central Limit Theorems for Weighted Sums with Infinite Variance

DOI10.1177/0008068319890102MaRDI QIDQ5753277zbMATH OpenOpenAlexFDO

Authors André Adler, Andrew Rosalsky

Publication date 1989

Published in Calcutta Statistical Association Bulletin (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1177/0008068319890102

zbMATH Keywords

generalized central limit theoremnorming constants

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Asymptotic distribution theory in statistics (62E20)

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Cited in

(7)

• A weighted central limit theorem
• On the Norming Constants in the Feller-Khintchine-Lévy Central Limit Theorem
• From the central limit theorem to heavy-tailed distributions
• Exact strong laws for functions from the bivariate Pareto distribution
• Unusual limit theorems for the two-tailed Pareto distribution
• Unusual limit theorems for the difference of order statistics from a Pareto
• Miscellaneous Central Limit Theorems for Random Variables with Infinite Variance

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