On the rate of convergence to bivariate stable laws |
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Authors: | V Paulauskas |
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Institution: | 1.Vilnius University,Vilnius,Lithuania;2.Institute of Mathematics and Informatics,Vilnius,Lithuania |
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Abstract: | In the paper, we approximate the distribution function of a sum of independent nonidentically distributed bivariate random
vectors by the distribution function of a stable vector and estimate the accuracy of such an approximation. The obtained general
result is only a little bit worse when compared with known estimates for the case of multivariate independent and identically
distributed random vectors or univariate nonidentically distributed summands. We also apply the result obtained to a specific
scheme arising when considering the so-called Increment-Ratio Statistics. |
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Keywords: | |
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