Limit Laws for Symmetric k-Tensors of Regularly Varying Measures

Mark M. Meerschaert and Hans-Peter Scheffler

Journal of Multivariate Analysis, 2000, vol. 73, issue 2, 241-261

Abstract: We consider the asymptotics of certain symmetric k-tensors, the vector analogue of sample moments for i.i.d. random variables. The limiting distribution is operator stable as an element of the vector space of real symmetric k-tensors.

Keywords: regularly varying measures; domains of attraction; operator stable laws; symmetric tensors (search for similar items in EconPapers)
Date: 2000
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