Limit Laws for Symmetric k-Tensors of Regularly Varying Measures

Author： Meerschaert M.M.   Scheffler H-P.  

Publisher： Academic Press

ISSN： 0047-259X

Source： Journal of Multivariate Analysis, Vol.73, Iss.2, 2000-05, pp. : 241-261

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Abstract

We consider the asymptotics of certain symmetric k-tensors, the vector analogue of sample moments for i.i.d. random variables. The limiting distribution is operator stable as an element of the vector space of real symmetric k-tensors. Copyright 2000 Academic Press.

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