Domains of attraction for exponential families.
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Publication:2574590
DOI10.1016/S0304-4149(03)00060-7zbMath1075.60502MaRDI QIDQ2574590
August A. Balkema, Sidney I. Resnick, Claudia Klüppelberg
Publication date: 29 November 2005
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
asymptotic normalitynormal distributiongamma distributionEsscher transformself-neglectingconvex conjugatestrong unimodality
Central limit and other weak theorems (60F05) Probability distributions: general theory (60E05) Laplace transform (44A10)
Related Items (7)
Domains of attraction to Tweedie distributions ⋮ Natural selection as coarsening ⋮ On the Asymptotic Behaviour of Superexponential Lévy Processes ⋮ On lower tail probabilities of positive random sums ⋮ Limiting fitness distributions in evolutionary dynamics ⋮ Tail asymptotics of light-tailed Weibull-like sums ⋮ Limiting saddlepoint relative errors in large deviation regions under purely Tauberian conditions
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- Convolution tails, product tails and domains of attraction
- A note on the tail accuracy of the univariate saddlepoint approximation
- A classification of reproducible natural exponential families in the broad sense
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- Uniform saddlepoint approximations
- Densities with Gaussian Tails
- On a strong Tauberian result
- Tauberian Results for Densities with Gaussian Tails
- Tail Exactness of Multivariate Saddlepoint Approximations
- Saddlepoint Approximations in Statistics
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