Domains of attraction and regular variation in IR^d

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. © 1984.

Año de publicación:

1984

Keywords:

• Abel-Tauber theorem
• domains of attraction in IR d
• Regular variation in IR d

Fuente:

scopus