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Exact Asymptotics of Bivariate Scale Mixture Distributions
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scientific article; zbMATH DE number 5190923
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Property / zbMATH Open document ID: 1129.60023 / rank
 
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13 September 2007
Timestamp+2007-09-13T00:00:00Z
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CalendarGregorian
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Property / publication date: 13 September 2007 / rank
 
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Property / full work available at URL
 
Property / full work available at URL: http://x.kerkoje.com/index.php/ajm/article/view/8/8 / rank
 
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Property / zbMATH DE Number
 
Property / zbMATH DE Number: 5190923 / rank
 
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Property / zbMATH Keywords
 
elliptical random vectors
Property / zbMATH Keywords: elliptical random vectors / rank
 
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Property / zbMATH Keywords
 
exact asymptotics
Property / zbMATH Keywords: exact asymptotics / rank
 
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Property / zbMATH Keywords
 
conditional limiting theorems
Property / zbMATH Keywords: conditional limiting theorems / rank
 
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Property / zbMATH Keywords
 
excess distribution
Property / zbMATH Keywords: excess distribution / rank
 
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math.PR
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math.ST
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stat.TH
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Latest revision as of 09:28, 11 July 2024

scientific article; zbMATH DE number 5190923
  • Exact Asymptotics of Bivariate Scale Mixture Distributions
Language Label Description Also known as
English
Exact tail asymptotics in bivariate scale mixture models
scientific article; zbMATH DE number 5190923
  • Exact Asymptotics of Bivariate Scale Mixture Distributions

Statements

Exact tail asymptotics in bivariate scale mixture models (English)
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22 January 2016
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13 September 2007
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tail asymptotics
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conditional excess distributions
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Gumbel max-domain of attraction
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elliptically symmetric distributions
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Dirichlet distributions
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residual tail dependence index
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Davis-Resnick tail property
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elliptical random vectors
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exact asymptotics
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conditional limiting theorems
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excess distribution
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math.PR
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math.ST
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stat.TH
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