Weakening the independence assumption on polar components: limit theorems for generalized elliptical distributions (Q2804419)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Weakening the independence assumption on polar components: limit theorems for generalized elliptical distributions |
scientific article |
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Weakening the independence assumption on polar components: limit theorems for generalized elliptical distributions (English)
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29 April 2016
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conditional extreme value model
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conditional limit theorems
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polar representation
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elliptical distribution
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Gumbel max-domain of attraction
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random norming
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