A BIVARIATE LOCAL LIMIT-THEOREM

被引：11

作者：

DONEY, RA

机构：

[1] University of Manchester, Manchester

来源：

JOURNAL OF MULTIVARIATE ANALYSIS | 1991年 / 36卷 / 01期

关键词：

BIVARIATE STABLE DISTRIBUTIONS; LOCAL LIMIT THEOREM; BIVARIATE CHARACTERISTIC FUNCTION;

D O I：

10.1016/0047-259X(91)90093-H

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

Multivariate local limit theorems are established for sums of random variables which are in the domain of attraction of a bivariate stable law, when the concept of stability allows different scaling constants in the different components. The results cover the lattice, non-lattice, and jointly lattice and non-lattice cases. © 1991.

引用

页码：95 / 102

页数：8

共 8 条

[1]

DONEY RA, UNPUB JOINT DISTRIBU

[2] MATRIX NORMALIZED SUMS OF INDEPENDENT IDENTICALLY DISTRIBUTED RANDOM VECTORS [J].