On the generalized domain of attraction of the multivariate normal law and asymptotic normality of the multivariate Student \(t\)-statistic

DOI10.1016/J.JMVA.2012.08.012zbMath1261.60029OpenAlexW1974293757MaRDI QIDQ1931876

Yuliya V. Martsynyuk

Publication date: 16 January 2013

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2012.08.012

zbMATH Keywords

Pareto distributionsample correlation matrixdomain of attraction of the normal lawslowly varying function at infinityCramér-Wold devicegeneralized domain of attraction of the \(d\)-variate normal lawsymmetric positive definite square root of a matrixspherically symmetric random vector(left) Cholesky square root of a matrix\(d\)-variate Student \(t\)-statisticfull random vector

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05) Functional limit theorems; invariance principles (60F17)

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