On Kesten's counterexample to the Cramér - Wold device for regular variation

Bernoulli

Volumn 12, Issue 1, 2006, Pages 133-142

  Hult, Henrik ^a   Lindskog, Filip ^b  

^a Cornell University   (United States)

^b ROYAL INSTITUTE OF TECHNOLOGY   (Sweden)

Author keywords

Heavy tailed distributions; Linear combinations; Multivariate regular variation

Indexed keywords

EID: 33646099676     PISSN: 13507265     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Article

References (18)

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