AbstractWith (X1, X2) in a stable domain of attraction and (Y1, Y2) independent of (X1, X2), conditions are given for which (X1Y1, X2Y2) is in the same domain and for which the same norming constants are applicable. For the case with no normal component, an alternative criterion for stable attraction facilitates the proof
Many statistics are based on functions of sample moments. Important examples are the sample variance...
A sequence of independent, identically distributed random vectors X1, X2, X3,... is said to belong t...
AbstractGut and Spătaru (J. Math. Anal. Appl. 248 (2000) 233–246) proved a precise asymptotic theore...
AbstractWith (X1, X2) in a stable domain of attraction and (Y1, Y2) independent of (X1, X2), conditi...
AbstractA general form for regular variation in IR2 is introduced and applied to domains of attracti...
C. D. Hardin, Jr., G. Samorodnitsky, and M. S. Taqqu (1991,Ann. Appl. Probab. 1 582–612) have shown ...
AbstractBivariate stable distributions are defined as those having a domain of attraction, where vec...
A sequence of the independent, identically distributed r and om vectors X(,1),X(,2),X(,3),..., is sa...
In this article we study the max domains of attraction of distributions of sums of independent rando...
AbstractA sequence of independent, identically distributed random vectors X1, X2, X3,… is said to be...
Neste trabalho estudamos a distribuição assintótica da soma normalizada de variáveis aleatórias inde...
AbstractThis paper is devoted to the theory and application of multidimensional stable distributions...
AbstractLet {Xi,i⩾1} be a sequence of i.i.d. random vectors inRd, and letνp, 0<p<1, be a positive, i...
AbstractMultivariate local limit theorems are established for sums of random variables which are in ...
"By definition any stable distribution is semistable. For the converse relation we will show that ce...
Many statistics are based on functions of sample moments. Important examples are the sample variance...
A sequence of independent, identically distributed random vectors X1, X2, X3,... is said to belong t...
AbstractGut and Spătaru (J. Math. Anal. Appl. 248 (2000) 233–246) proved a precise asymptotic theore...
AbstractWith (X1, X2) in a stable domain of attraction and (Y1, Y2) independent of (X1, X2), conditi...
AbstractA general form for regular variation in IR2 is introduced and applied to domains of attracti...
C. D. Hardin, Jr., G. Samorodnitsky, and M. S. Taqqu (1991,Ann. Appl. Probab. 1 582–612) have shown ...
AbstractBivariate stable distributions are defined as those having a domain of attraction, where vec...
A sequence of the independent, identically distributed r and om vectors X(,1),X(,2),X(,3),..., is sa...
In this article we study the max domains of attraction of distributions of sums of independent rando...
AbstractA sequence of independent, identically distributed random vectors X1, X2, X3,… is said to be...
Neste trabalho estudamos a distribuição assintótica da soma normalizada de variáveis aleatórias inde...
AbstractThis paper is devoted to the theory and application of multidimensional stable distributions...
AbstractLet {Xi,i⩾1} be a sequence of i.i.d. random vectors inRd, and letνp, 0<p<1, be a positive, i...
AbstractMultivariate local limit theorems are established for sums of random variables which are in ...
"By definition any stable distribution is semistable. For the converse relation we will show that ce...
Many statistics are based on functions of sample moments. Important examples are the sample variance...
A sequence of independent, identically distributed random vectors X1, X2, X3,... is said to belong t...
AbstractGut and Spătaru (J. Math. Anal. Appl. 248 (2000) 233–246) proved a precise asymptotic theore...