Sample covariance matrix for random vectors with heavy tails

DOI10.1023/A:1021688101621zbMath0930.62014OpenAlexW2114734957MaRDI QIDQ1303914

Hans-Peter Scheffler, Mark M. Meerschaert

Publication date: 13 February 2000

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1021688101621

zbMATH Keywords

regular variationgeneralized domains of attractionoperate stable

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Asymptotic distribution theory in statistics (62E20)

Related Items (2)

Moment estimator for random vectors with heavy tails ⋮ Limit laws for symmetric \(k\)-tensors of regularly varying measures

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