Estimation of parameters of regularly varying distributions on convex cones

zbMath1249.60005arXiv1006.5655MaRDI QIDQ3116335

Youri Davydov, Shuyan Liu

Publication date: 22 February 2012

Full work available at URL: https://arxiv.org/abs/1006.5655

zbMATH Keywords

regular variationspectral measuremultivariate stable distributions

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Central limit and other weak theorems (60F05) Probability distributions: general theory (60E05) Convergence of probability measures (60B10)

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