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Test for association of random variables in the domain of attraction of multivariate stable law
association of random variables the domain of attraction multivariate stable law
2009/9/23
The problem of cstimating the index of stability and
the spectral measure of multivariate stable distribution is related to
that of evaluating the risk of stable portfolio of financial assets. We
s...
The rate of convergence of sums of independent random variables to a stable law
The rate of convergence sums of independent random variables a stable law
2009/9/23
In this paper we present uniform and nonuniform rates
of convergence d sums of independent random variables to a stable
law. The results obtained extend to the case of nonidentically
distributed ra...