Joint stable attraction of two sums of products
With (X1, X2) in a stable domain of attraction and (Y1, Y2) independent of (X1, X2), conditions are given for which (X1Y1, X2Y2) is in the same domain and for which the same norming constants are applicable. For the case with no normal component, an alternative criterion for stable attraction facilitates the proof.
Year of publication: |
1988
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Authors: | Cline, Daren B. H. |
Published in: |
Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 25.1988, 2, p. 272-285
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Publisher: |
Elsevier |
Subject: | stable laws domains of attraction |
Saved in:
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