Estimation of conditional laws given an extreme component (Q906629): Difference between revisions

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+Extreme behaviour for bivariate elliptical distributions
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+Estimation of bivariate excess probabilities for elliptical models
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+Diversification of aggregate dependent risks
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+Q3906818
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+Pitfalls in using Weibull tailed distributions
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+High risk scenarios and extremes. A geometric approach
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+Statistics of Extremes
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+Sojourns and extremes of stationary processes
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+Detecting a conditional extreme value model
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+Conditioning on an extreme component: model consistency with regular variation on cones
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+Functional limit theorems for induced order statistics
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+Q5485944
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+Estimating the limit distribution of multivariate extremes
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+The convex hull of a spherically symmetric sample
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+Limit Conditional Distributions for Bivariate Vectors with Polar Representation
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+Q5429806
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+Gaussian Approximation of Conditional Elliptical Random Vectors
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+Asymptotic properties of type I elliptical random vectors
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+Conditional limiting distribution of beta-independent random vectors
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+Conditional limit results for type I polar distributions
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+Conditional limits of \(W_{p}\) scale mixture distributions
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+Q3592709
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+Limit laws for random vectors with an extreme component
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+A test for elliptical symmetry
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+Distribution of the maximum of concomitants of selected order statistics
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+Point processes, regular variation and weak convergence
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+Q3771297
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+Weak convergence and empirical processes. With applications to statistics
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