Multi-normex distributions for the sum of random vectors : rates of convergence
Marie Kratz, Evgeny Prokopenko
| Year of publication: |
[2021]
|
|---|---|
| Authors: | Kratz, Marie ; Prokopenko, Evgeny |
| Publisher: |
[Cergy-Pontoise] : ESSEC Business School |
| Subject: | aggregation | central limit theorem | dependence | extreme value theorem | geometrical quantiles | multivariate regular variation | (multivariate) Pareto distribution | ordered statistics | QQ-plots | rate of convergence | second order regular variation | sum of random vectors | Wahrscheinlichkeitsrechnung | Probability theory | Statistische Verteilung | Statistical distribution | Schätztheorie | Estimation theory | Multivariate Analyse | Multivariate analysis |
| Extent: | 1 Online-Ressource (circa 61 Seiten) Illustrationen |
|---|---|
| Series: | Documents de recherche / ESSEC Centre de Recherche. - Cergy-Pontoise : ESSEC, ZDB-ID 2501241-1. - Vol. 2102 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013173635