Arbeitspapier
Approximation by Penultimate Stable Laws
In certain cases partial sums of i.i.d. random variables with finite variance are better approximated by asequence of stable distributions with indices alpha n -> 2 than by a normal distribution. We discusswhen this happens and how much the convergence rate can be improved by using penultimate approximations. Similar results are valid for other stable distributions.
- Sprache
-
Englisch
- Erschienen in
-
Series: Tinbergen Institute Discussion Paper ; No. 97-100/4
- Klassifikation
-
Wirtschaft
- Thema
-
Wahrscheinlichkeitsrechnung
Theorie
- Ereignis
-
Geistige Schöpfung
- (wer)
-
de Haan, Laurens F.M.
Peng, Liang
Pereira, H. Iglesias
- Ereignis
-
Veröffentlichung
- (wer)
-
Tinbergen Institute
- (wo)
-
Amsterdam and Rotterdam
- (wann)
-
1997
- Handle
- Letzte Aktualisierung
-
10.03.2025, 11:43 MEZ
Datenpartner
Dieses Objekt wird bereitgestellt von:
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
Objekttyp
- Arbeitspapier
Beteiligte
- de Haan, Laurens F.M.
- Peng, Liang
- Pereira, H. Iglesias
- Tinbergen Institute
Entstanden
- 1997
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