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Journal of Multivariate Analysis

Volumn 67, Issue 2, 1998, Pages 385-397

Multidimensional Limit Theorems Allowing Large Deviations for Densities of Regular Variation

(2) Nagaev, Alexander V a Zaigraev, Alexander Yu a

a NICOLAUS COPERNICUS UNIVERSITY (Poland)

Author keywords

Sums of i.i.d. random variables; maximal summand; local theorem for densities; marginal density

Indexed keywords

EID: 0005972258 PISSN: 0047259X EISSN: None Source Type: Journal
DOI: 10.1006/jmva.1998.1773 Document Type: Article

Times cited : (4)

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