首页 | 本学科首页   官方微博 | 高级检索  
     检索      


A new ideal metric with applications to multivariate stable limit theorems
Authors:S T Rachev  L Rüschendorf
Institution:(1) Statistics and Applied Probability Program, University of California, 93106 Santa Barbara, CA, USA;(2) Institut für Mathematische Statistik, Westfälische Wilhelms-Universität, Einsteinstrasse 62, W-4400 Münster, Federal Republic of Germany
Abstract:Summary A new ideal metric of orderr>1 is introduced on Ropf k and a thorough analysis of its metric properties is given. In comparison to the known ideal metric of Zolotarev this new metric allows estimates from above by pseudo difference moments and thus allows applications to stable limit theorems. As applications we give the right order Berry-Esséen type result in the stable case, obtain the limiting behaviour of multivariate summability methods and discuss the approximation problem by compound Poisson distributions.Research supported by NATO GRANT CRG 900 798 and by a DFG Grant
Keywords:60 F 05  60 E 15
本文献已被 SpringerLink 等数据库收录!
设为首页 | 免责声明 | 关于勤云 | 加入收藏

Copyright©北京勤云科技发展有限公司  京ICP备09084417号