Conditional limiting distribution of type III elliptical random vectors

DOI10.1016/J.JMVA.2005.10.003zbMath1110.62022OpenAlexW2088455895MaRDI QIDQ864269

Enkelejd Hashorva

Publication date: 13 February 2007

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2005.10.003

zbMATH Keywords

Weak convergenceConditional distributionWeibull max-domain of attractionAsymptotic approximationElliptical random vectors

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05) Extreme value theory; extremal stochastic processes (60G70)

Related Items (7)

Conditional limit results for type I polar distributions ⋮ Conditional limiting distribution of beta-independent random vectors ⋮ Asymptotics of the norm of elliptical random vectors ⋮ Extremes of weighted Dirichlet arrays ⋮ Asymptotic properties of type I elliptical random vectors ⋮ On the Max-Domain of Attraction of Type-III Elliptical Triangular Arrays ⋮ Extremes of stationary random fields on a lattice

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Extremes of asymptotically spherical and elliptical random vectors
• Extremes and related properties of random sequences and processes
• On the theory of elliptically contoured distributions
• Approximate distributions of order statistics. With applications to nonparametric statistics
• Consistency property of elliptical probability density functions
• Elliptical triangular arrays in the max-domain of attraction of Hüsler-Reiss distribution
• Maxima of normal random vectors: Between independence and complete dependence
• Foundations of Modern Probability
• On the Joint Limiting Distribution of Sums and Maxima of Stationary Normal Sequence
• Gaussian Approximation of Conditional Elliptical Random Vectors

This page was built for publication: Conditional limiting distribution of type III elliptical random vectors