Weakening the independence assumption on polar components: limit theorems for generalized elliptical distributions (Q2804419): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 09:35, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Weakening the independence assumption on polar components: limit theorems for generalized elliptical distributions |
scientific article |
Statements
Weakening the independence assumption on polar components: limit theorems for generalized elliptical distributions (English)
0 references
29 April 2016
0 references
conditional extreme value model
0 references
conditional limit theorems
0 references
polar representation
0 references
elliptical distribution
0 references
Gumbel max-domain of attraction
0 references
random norming
0 references
