Weak Limits for Multivariate Random Sums
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References listed on IDEAS
- Kozubowski Tomasz J., 1997. "Characterization Of Multivariate Geometric Stable Distributions," Statistics & Risk Modeling, De Gruyter, vol. 15(4), pages 397-416, April.
- Anderson, Dale N., 1992. "A multivariate Linnik distribution," Statistics & Probability Letters, Elsevier, vol. 14(4), pages 333-336, July.
- Kozubowski, Tomasz J. & Rachev, Svetlozar T., 1994. "The theory of geometric stable distributions and its use in modeling financial data," European Journal of Operational Research, Elsevier, vol. 74(2), pages 310-324, April.
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- Shaked, Moshe, 2007. "Stochastic comparisons of multivariate random sums in the Laplace transform order, with applications," Statistics & Probability Letters, Elsevier, vol. 77(12), pages 1339-1344, July.
- Kozubowski, Tomasz J. & Meerschaert, Mark M. & Panorska, Anna K. & Scheffler, Hans-Peter, 2005. "Operator geometric stable laws," Journal of Multivariate Analysis, Elsevier, vol. 92(2), pages 298-323, February.
More about this item
Keywordsrandom sum; stable law; heavy-tailed distribution; geometric stable distribution; Linnik distribution; tail probability; mixture;
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