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Domains of attraction to Tweedie distributions

✍ Scribed by B. Jørgensen; J. R. Martínez; V. Vinogradov


Publisher
Springer
Year
2009
Tongue
English
Weight
471 KB
Volume
49
Category
Article
ISSN
0363-1672

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📜 SIMILAR VOLUMES


On Domains of Attraction of Multivariate
✍ Seokhoon Yun 📂 Article 📅 1997 🏛 Elsevier Science 🌐 English ⚖ 393 KB

The paper gives sufficient conditions for domains of attraction of multivariate extreme value distributions. Under the assumption of absolute continuity of a multivariate distribution, the criteria enable one to examine, by using limits of some rescaled conditional densities, whether the distributio