Limit Laws for Symmetric k-Tensors of Regularly Varying Measures

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.

MoreLess

Year of publication:	2000
Authors:	Meerschaert, Mark M. ; Scheffler, Hans-Peter
Published in:	Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 73.2000, 2, p. 241-261
Publisher:	Elsevier
Subject:	regularly varying measures \| domains of attraction \| operator stable laws \| symmetric tensors

More details

Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://ebvufind01.dmz1.zbw.eu/10005093842