Add to ORKGAbstract. Regular variation is an analytic condition on the tails of a probability distribution which is necessary for an extended central limit theorem to hold, when the tails are too heavy to allow attraction to a normal limit. The limiting distributions which can occur are called operator stable. In this paper we show that moving averages of random vectors with regularly varying tails are in the generalized domain of attraction of an operator stable law. We also prove that the sample autocovariance matrix of these moving averages is in the generalized domain of attraction of an operator stable law on the vector space of symmetric matrices
Many statistics are based on functions of sample moments. Important examples are the sample variance...
International audienceWe investigate the sample paths regularity of operator scaling alpha-stable ra...
We define the appropriate analogue of Student's t-statistic for multivariate data, and prove that it...
hps(a mathematik.uni-dortmund.de. We compute the asymptotic distribution of the sample covariance ma...
In this paper we establish the basic asymptotic theory for periodic moving averages of i.i.d. random...
A sequence of independent, identically distributed random vectors X1, X2, X3,... is said to belong t...
Operator geometric stable laws are the weak limits of operator normed and centered geometric random ...
AbstractA theorem on regularly varying functions in R2 is proved and applied to domains of attractio...
We characterize second order regular variation of the tail sum of F together with a balance conditio...
Abstract. Since the work of Mandelbrot in the 1960’s there has accumu-lated a great deal of empirica...
AbstractBounds on the norming operators for distributions in the domain of attraction of an operator...
We consider some elementary functions of the components of a regularly varying random vector such as...
AbstractWe investigate the sample path regularity of operator scaling α-stable random fields. Such f...
A sequence of the independent, identically distributed r and om vectors X(,1),X(,2),X(,3),..., is sa...
Regular variation of the tail of a multivariate probability distribution is implied by regular varia...
Many statistics are based on functions of sample moments. Important examples are the sample variance...
International audienceWe investigate the sample paths regularity of operator scaling alpha-stable ra...
We define the appropriate analogue of Student's t-statistic for multivariate data, and prove that it...
hps(a mathematik.uni-dortmund.de. We compute the asymptotic distribution of the sample covariance ma...
In this paper we establish the basic asymptotic theory for periodic moving averages of i.i.d. random...
A sequence of independent, identically distributed random vectors X1, X2, X3,... is said to belong t...
Operator geometric stable laws are the weak limits of operator normed and centered geometric random ...
AbstractA theorem on regularly varying functions in R2 is proved and applied to domains of attractio...
We characterize second order regular variation of the tail sum of F together with a balance conditio...
Abstract. Since the work of Mandelbrot in the 1960’s there has accumu-lated a great deal of empirica...
AbstractBounds on the norming operators for distributions in the domain of attraction of an operator...
We consider some elementary functions of the components of a regularly varying random vector such as...
AbstractWe investigate the sample path regularity of operator scaling α-stable random fields. Such f...
A sequence of the independent, identically distributed r and om vectors X(,1),X(,2),X(,3),..., is sa...
Regular variation of the tail of a multivariate probability distribution is implied by regular varia...
Many statistics are based on functions of sample moments. Important examples are the sample variance...
International audienceWe investigate the sample paths regularity of operator scaling alpha-stable ra...
We define the appropriate analogue of Student's t-statistic for multivariate data, and prove that it...