Exact tail asymptotics in bivariate scale mixture models (Q906633): Difference between revisions
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scientific article; zbMATH DE number 5190923
- Exact Asymptotics of Bivariate Scale Mixture Distributions
| Language | Label | Description | Also known as |
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| English | Exact tail asymptotics in bivariate scale mixture models |
scientific article; zbMATH DE number 5190923 |
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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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