Exact tail asymptotics in bivariate scale mixture models
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Publication:906633
DOI10.1007/s10687-011-0129-7zbMath1329.60150arXiv0904.0966MaRDI QIDQ906633
Publication date: 22 January 2016
Published in: Extremes (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0904.0966
tail asymptotics; excess distribution; Davis-Resnick tail property; Dirichlet distributions; Gumbel max-domain of attraction; exact asymptotics; elliptically symmetric distributions; conditional excess distributions; residual tail dependence index; elliptical random vectors; conditional limiting theorems
60F05: Central limit and other weak theorems
60G70: Extreme value theory; extremal stochastic processes
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