Does asymptotic linearity of the regression extend to stable domains of attraction?

Renata Cioczek-Georges and Murad S. Taqqu

Journal of Multivariate Analysis, 1994, vol. 48, issue 1, 70-86

Abstract: C. D. Hardin, Jr., G. Samorodnitsky, and M. S. Taqqu (1991,Ann. Appl. Probab. 1 582-612) have shown that the regression E[Y X = x] is typically asymptotically linear when (X, Y) is an [alpha]-stable random vector with [alpha]

Keywords: stable; distributions; bivariate; stable; distributions; domain; of; attraction; conditional; moments; regression; nonlinear; regression (search for similar items in EconPapers)
Date: 1994
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