A NEW IDEAL METRIC WITH APPLICATIONS TO MULTIVARIATE STABLE LIMIT-THEOREMS

被引：5

作者：

RACHEV, ST ^{[1
]}

RUSCHENDORF, L ^{[1
]}

机构：

[1] UNIV MUNSTER, INST MATH STAT, W-4400 MUNSTER, GERMANY

来源：

PROBABILITY THEORY AND RELATED FIELDS | 1992年 / 94卷 / 02期

关键词：

D O I：

10.1007/BF01192443

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

A new ideal metric of order r > 1 is introduced on R(k) and a thorough analysis of its metric properties is given. In comparison to the known ideal metric of Zolotarev this new metric allows estimates from above by pseudo difference moments and thus allows applications to stable limit theorems. As applications we give the right order Berry-Esseen type result in the stable case, obtain the limiting behaviour of multivariate summability methods and discuss the approximation problem by compound Poisson distributions.

引用

页码：163 / 187

页数：25

共 50 条

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