Domains of attraction and regular variation in IRd

Laurens de Haan, E. Omey and S. Resnick

Journal of Multivariate Analysis, 1984, vol. 14, issue 1, 17-33

Abstract: A general form for regular variation in IR2 is introduced and applied to domains of attraction of stable distribution in IR2 where the components have different indices. The situation in IRd with d > 2 is more complicated but not essentially different. For simplicity this paper is limited to IR2.

Keywords: Regular; variation; in; IRd; domains; of; attraction; in; IRd; Abel-Tauber; theorem (search for similar items in EconPapers)
Date: 1984
References: Add references at CitEc
Citations: View citations in EconPapers (6)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/0047-259X(84)90045-9
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:jmvana:v:14:y:1984:i:1:p:17-33

Ordering information: This journal article can be ordered from
http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

Access Statistics for this article

Journal of Multivariate Analysis is currently edited by de Leeuw, J.

More articles in Journal of Multivariate Analysis from Elsevier
Bibliographic data for series maintained by Catherine Liu ().