IDEAS home Printed from https://ideas.repec.org/
MyIDEAS: Login to save this paper or follow this series

Domains of attraction of the real random vector (X,X²) and applications

  • Omey, Edward

    ()

    (Hogeschool-Universiteit Brussel (HUB), Belgium)

  • Van Gulck, Stefan

    ()

    (Hogeschool-Universiteit Brussel (HUB), Belgium)

Registered author(s):

    Many statistics are based on functions of sample moments. Important examples are the sample variance s2(n), the sample coefficient of variation SV (n), the sample dispersion SD(n) and the non-central t-statistic t(n). The de.nition of these quantities makes clear that the vector defined by XXX plays an important role. In the paper we obtain conditions under which the vector (X;X2) belongs to a bivariate domain of attraction of a stable law. Applying simple transformations then leads to a full discussion of the asymptotic behaviour of SV (n) and t(n).

    If you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.

    File URL: http://lirias.hubrussel.be/handle/123456789/2219
    Download Restriction: no

    Paper provided by Hogeschool-Universiteit Brussel, Faculteit Economie en Management in its series Working Papers with number 2008/02.

    as
    in new window

    Length: 17 pages
    Date of creation: Jan 2008
    Date of revision:
    Handle: RePEc:hub:wpecon:200802
    Contact details of provider: Web page: http://research.hubrussel.be

    More information through EDIRC

    No references listed on IDEAS
    You can help add them by filling out this form.

    This item is not listed on Wikipedia, on a reading list or among the top items on IDEAS.

    When requesting a correction, please mention this item's handle: RePEc:hub:wpecon:200802. See general information about how to correct material in RePEc.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Sabine Janssens)

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If references are entirely missing, you can add them using this form.

    If the full references list an item that is present in RePEc, but the system did not link to it, you can help with this form.

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    This information is provided to you by IDEAS at the Research Division of the Federal Reserve Bank of St. Louis using RePEc data.