Transformations des lois multivari\'ees avec queues r\'eguli\`eres
Probability
2009-03-06 v1
Abstract
Let be a random vector in with a regularly varying tail. We consider two transformations , , and , . Some sufficient conditions for preserving the property of regularity of the tail for this kind of transformations are given.
Cite
@article{arxiv.0903.1005,
title = {Transformations des lois multivari\'ees avec queues r\'eguli\`eres},
author = {Youri Davydov and Shuyan Liu},
journal= {arXiv preprint arXiv:0903.1005},
year = {2009}
}
Comments
11 pages