Regular variation and generalized domains of attraction in k-Reference-Cited by-同舟云学术

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Regular variation and generalized domains of attraction in k

Published:1993-10 Issue:3 Volume:18 Page:233-239
ISSN:0167-7152
Container-title:Statistics & Probability Letters
language:en
Short-container-title:Statistics & Probability Letters

Author:

Meerschaert Mark M.

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Reference22 articles.

1. derivatives of regularly varying functions in Rd and domains of attraction of stable distributions;Haan;J. Multivariate Anal.,1979

2. Domains of attraction and regular variation in Rd;Haan;J. Multivariate Anal.,1984

3. Matrix normalization for sums of random vectors in the domain of attraction of the multivariate normal;Hahn;Ann. Probab.,1980

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1. Multivariate Regular Variation in Probability Theory;Journal of Mathematical Sciences;2020-03-19

2. One-component regular variation and graphical modeling of extremes;Journal of Applied Probability;2016-09

3. Dopustimye funkcii dlja konusa i asimptotika bezgranicno delimyh raspredelenij;Publications de l'Institut Math?matique (Belgrade);2006

4. Sample Cross-correlations for Moving Averages with Regularly Varying Tails;Journal of Time Series Analysis;2001-07

5. Operator Lévy motion and multiscaling anomalous diffusion;Physical Review E;2001-01-25

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