On convergence of multivariate Laplace t
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S.T. Jensen; B. Nielsen
📂
Article
📅
1997
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Elsevier Science
🌐
English
⚖ 190 KB
It is well-known that convergence of Laplace transforms in a neighbourhood of the origin is a sufficient criteria for weak convergence. It is worthwhile to note that the interior of the set of convergence points is convex. This provides a link to exponential family theory. As an example an autoregre