Abstract
Existence and nonexistence for moments of limiting random vectors of normalized, lightly trimmed sums of random vectors in the generalized domain of normal attraction of non-Gaussian operator-stable laws are studied. The idea of representing the limiting random vectors by infinite series is essentially used in the proofs.
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Maejima, M. Moments of Limits of Lightly Trimmed Sums of Random Vectors in the Generalized Domain of Normal Attraction of Non-Gaussian Operator-Stable Laws. Annals of the Institute of Statistical Mathematics 49, 737–747 (1997). https://doi.org/10.1023/A:1003226611953
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DOI: https://doi.org/10.1023/A:1003226611953