On Pearson-Kotz Dirichlet distributions (Q716174): Difference between revisions

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-Narayanaswamy Balakrishnan
@@ Property / author: Narayanaswamy Balakrishnan / rank @@
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-Enkelejd Hashorva
@@ Property / author: Enkelejd Hashorva / rank @@
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+Narayanaswamy Balakrishnan
@@ Property / author: Narayanaswamy Balakrishnan / rank @@
+Normal rank
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+Enkelejd Hashorva
@@ Property / author: Enkelejd Hashorva / rank @@
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+MaRDI publication profile
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.jmva.2011.01.012
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+W2007696487
@@ Property / OpenAlex ID: W2007696487 / rank @@
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@@ Property / cites work @@
+Extreme behaviour for bivariate elliptical distributions
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+On some characterizations of the \(t\)-distribution
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+Extreme behavior of bivariate elliptical distributions
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+A characterization of multivariate regular variation.
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+Tails of multivariate Archimedean copulas
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+Tail dependence for multivariate copulas and its monotonicity
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+Detecting a conditional extreme value model
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+The t Copula and Related Copulas
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+Q5479597
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+\(L_p\)-norm spherical distribution
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+Conditional limiting distribution of beta-independent random vectors
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+Conditional limits of \(W_{p}\) scale mixture distributions
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+Conditional limit results for type I polar distributions
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+On the strong Kotz approximation of Dirichlet random vectors
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+Tail asymptotics under beta random scaling
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+A Conditional Approach for Multivariate Extreme Values (with Discussion)
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+Limit laws for random vectors with an extreme component
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+Regularly varying functions
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+Scaling limits for random fields with long-range dependence
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+Estimating the tail dependence function of an elliptical distribution
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+Multivariate T-Distributions and Their Applications
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+Goodness-of-fit test for tail copulas modeled by elliptical copulas
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+Orthant tail dependence of multivariate extreme value distributions
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+The<i>t</i>copula with multiple parameters of degrees of freedom: bivariate characteristics and application to risk management
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+How to model multivariate extremes if one must?
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+Multitude of multivariate<i>t</i>-distributions
@@ Property / cites work: Multitude of multivariate<i>t</i>-distributions / rank @@
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+Extreme value properties of multivariate \(t\) copulas
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+Q5421906
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+Heavy-Tail Phenomena
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+Generalized spherical and simplicial coordinates
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+HIGH-DIMENSIONAL PARAMETRIC MODELLING OF MULTIVARIATE EXTREME EVENTS
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+Publication:716174