Domains of attraction and regular variation in IRd

Author:

de Haan L,Omey E,Resnick S

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,Numerical Analysis,Statistics and Probability

Reference10 articles.

1. Derivatives of regularly varying functions in IR2 and domains of attraction of stable distributions;de Haan;Stochastic Process. Appl.,1979

2. Integrals and derivatives of regularly varying function in IRd and domains of attraction of stable distributions II;de Haan,1981

3. Local limit theorems for sample extremes;de Haan;Ann. Probab.,1982

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