Moments of Limits of Lightly Trimmed Sums of Random Vectors in the Generalized Domain of Normal Attraction of Non-Gaussian Operator-Stable Laws
Makoto Maejima
Annals of the Institute of Statistical Mathematics, 1997, vol. 49, issue 4, 737-747
Keywords: Lightly trimmed sum; non-Gaussian operator-stable law; generalized domain of normal attraction; moment; tail behavior (search for similar items in EconPapers)
Date: 1997
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Persistent link: https://EconPapers.repec.org/RePEc:spr:aistmt:v:49:y:1997:i:4:p:737-747
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DOI: 10.1023/A:1003226611953
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