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On max domains of attraction of univariate p-max stable laws

โœ Scribed by U.R. Subramanya

Publisher
Elsevier Science
Year
1994
Tongue
English
Weight
534 KB
Volume
19
Category
Article
ISSN
0167-7152

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๐Ÿ“œ SIMILAR VOLUMES

Domains of Semi-Stable Attraction of Non
Domains of Semi-Stable Attraction of Nonnormal Semi-Stable Laws
โœ H.P. Scheffler ๐Ÿ“‚ Article ๐Ÿ“… 1994 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 387 KB

A sequence of independent, identically distributed random vectors \(X_{1}, X_{2}, \ldots\) is said to belong to the \(Q\)-normed domain of semi-stable attraction of a random vector \(Y\) if there exist diagonal matrices \(A_{n}\), constant vectors \(b_{n}\) and a sequence \(\left(k_{n}\right)_{n}\)