Limit laws for exponential families

Other literature type English OPEN
Balkema, August A.; Klüppelberg, Claudia; Resnick, Sidney I.;
(1999)
  • Publisher: Bernoulli Society for Mathematical Statistics and Probability
  • Journal: issn: 1350-7265
  • Publisher copyright policies & self-archiving
  • Subject: moment generating function | normal distribution | affine transformation | asymptotic normality | semistable | stochastically compact | gamma distribution | Esscher transform | power norming | cumulant generating function | Gaussian tail | convergence of types | limit law | exponential family | universal distributions
    acm: MathematicsofComputing_GENERAL

For a real random variable [math] with distribution function [math] , define ¶ [math] ¶ The distribution [math] generates a natural exponential family of distribution functions [math] , where ¶ [math] ¶ We study the asymptotic behaviour of the distribution f... View more
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