A new ideal metric with applications to multivariate stable limit theorems

DOI10.1007/BF01192443zbMath0767.60021MaRDI QIDQ1203937

Ludger Rüschendorf, Svetlozar T. Rachev

Publication date: 18 February 1993

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

zbMATH Keywords

stable limit theoremsideal metriccompound Poisson distributionsmultivariate summability methodspseudo-difference moments

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Central limit and other weak theorems (60F05)

Related Items (2)

ITERATED FAILURE RATE MONOTONICITY AND ORDERING RELATIONS WITHIN GAMMA AND WEIBULL DISTRIBUTIONS ⋮ Rates of convergence in the operator-stable limit theorem

Cites Work

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• Probability Metrics
• Approximation of sums by compound Poisson distributions with respect to stop-loss distances
• Uniform Estimates of the Rate of Convergence in the Multi-Dimensional Central Limit Theorem
• Approximation of Distributions of Sums of Independent Random Variables with Values in Infinite-Dimensional Spaces
• Ideal Metrics in the Problem of Approximating Distributions of Sums of Independent Random Variables

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