Moment estimator for random vectors with heavy tails

Journal of Multivariate Analysis

Volumn 71, Issue 1, 1999, Pages 145-159

  Meerschaert, Mark M ^a   Scheffler, Hans Peter ^b  

^a UNIVERSITY OF NEVADA   (United States)

^b TU DORTMUND UNIVERSITY   (Germany)

Author keywords

Generalized domains of attraction; Heavy tails; Operator stable laws; Regular variation

Indexed keywords

EID: 0347169325     PISSN: 0047259X     EISSN: None     Source Type: Journal    
DOI: 10.1006/jmva.1999.1835     Document Type: Article

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