Limit distributions for the ratio of the random sum of squares to the square of the random sum with applications to risk measures.
Publications de l 'Institut Mathématique. Nouvelle Série, 80(94) (2006), p. 219.

Voir la notice de l'article dans European Digital Mathematics Library

DOI : 10.2298/PIM0694219L
Mots-clés : counting process, domain of attraction of a stable distribution, functions of regular variation, Pareto-type distribution, sample coefficient of variation, sample dispersion, weak convergence 
@article{10_2298_PIM0694219L,
     author = {Ladoucette, Sophie A. and Teugels, Jef J.},
     title = {Limit distributions for the ratio of the random sum of squares to the square of the random sum with applications to risk measures.},
     journal = {Publications de l 'Institut Math\'ematique. Nouvelle S\'erie},
     pages = {219},
     publisher = {mathdoc},
     volume = {80(94)},
     year = {2006},
     doi = {10.2298/PIM0694219L},
     zbl = {1164.60328},
     language = {en},
     url = {https://geodesic-test.mathdoc.fr/articles/10.2298/PIM0694219L/}
}
TY  - JOUR
AU  - Ladoucette, Sophie A.
AU  - Teugels, Jef J.
TI  - Limit distributions for the ratio of the random sum of squares to the square of the random sum with applications to risk measures.
JO  - Publications de l 'Institut Mathématique. Nouvelle Série
PY  - 2006
SP  - 219
VL  - 80(94)
PB  - mathdoc
UR  - https://geodesic-test.mathdoc.fr/articles/10.2298/PIM0694219L/
DO  - 10.2298/PIM0694219L
LA  - en
ID  - 10_2298_PIM0694219L
ER  - 
%0 Journal Article
%A Ladoucette, Sophie A.
%A Teugels, Jef J.
%T Limit distributions for the ratio of the random sum of squares to the square of the random sum with applications to risk measures.
%J Publications de l 'Institut Mathématique. Nouvelle Série
%D 2006
%P 219
%V 80(94)
%I mathdoc
%U https://geodesic-test.mathdoc.fr/articles/10.2298/PIM0694219L/
%R 10.2298/PIM0694219L
%G en
%F 10_2298_PIM0694219L
Ladoucette, Sophie A.; Teugels, Jef J. Limit distributions for the ratio of the random sum of squares to the square of the random sum with applications to risk measures.. Publications de l 'Institut Mathématique. Nouvelle Série, 80(94) (2006), p. 219. doi : 10.2298/PIM0694219L. https://geodesic-test.mathdoc.fr/articles/10.2298/PIM0694219L/

Cité par Sources :