On normal variance-mean mixtures as limit laws for statistics with random sample sizes

DOI10.1016/j.jspi.2015.07.007zbMath1329.60035OpenAlexW1128391452MaRDI QIDQ900765

V. Yu. Korolev, Alexander I. Zejfman

Publication date: 22 December 2015

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2015.07.007

zbMATH Keywords

limit lawsrandom indexrandom sample sizestransfer theoremmultivariate random sequencesnormal variance-mean mixture

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50)

Related Items (3)

Some properties of the multivariate generalized hyperbolic laws ⋮ Convergence and inference for mixed Poisson random sums ⋮ On some statistical models with a random number of observations

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