Domains of attraction and regular variation in IRd

A general form for regular variation in IR2 is introduced and applied to domains of attraction of stable distribution in IR2 where the components have different indices. The situation in IRd with d > 2 is more complicated but not essentially different. For simplicity this paper is limited to IR2.

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Year of publication:	1984
Authors:	de Haan, L. ; Omey, E. ; Resnick, S.
Published in:	Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 14.1984, 1, p. 17-33
Publisher:	Elsevier
Keywords:	Regular variation in IRd domains of attraction in IRd Abel-Tauber theorem

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

Persistent link: https://www.econbiz.de/10005221616