Joint stable attraction of two sums of products

Daren B. H. Cline

Journal of Multivariate Analysis, 1988, vol. 25, issue 2, 272-285

Abstract: With (X1, X2) in a stable domain of attraction and (Y1, Y2) independent of (X1, X2), conditions are given for which (X1Y1, X2Y2) is in the same domain and for which the same norming constants are applicable. For the case with no normal component, an alternative criterion for stable attraction facilitates the proof.

Keywords: stable; laws; domains; of; attraction (search for similar items in EconPapers)
Date: 1988
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