Pages that link to "Item:Q1003307"
From MaRDI portal
The following pages link to Asymptotic properties of type I elliptical random vectors (Q1003307):
Displaying 16 items.
- On conditional extreme values of random vectors with polar representation (Q488091) (← links)
- Asymptotics of the convex hull of spherically symmetric samples (Q629359) (← links)
- Tail order and intermediate tail dependence of multivariate copulas (Q634561) (← links)
- Asymptotics and uniform asymptotics for finite-time and infinite-time absolute ruin probabilities in a dependent compound renewal risk model (Q691839) (← links)
- Estimation of conditional laws given an extreme component (Q906629) (← links)
- Exact tail asymptotics in bivariate scale mixture models (Q906633) (← links)
- Conditional limiting distribution of beta-independent random vectors (Q935338) (← links)
- On the residual dependence index of elliptical distributions (Q979196) (← links)
- Asymptotics for Kotz type III elliptical distributions (Q1012224) (← links)
- Approximation of some multivariate risk measures for Gaussian risks (Q1755129) (← links)
- Financial risk measures for a network of individual agents holding portfolios of light-tailed objects (Q2274222) (← links)
- Extremes of stationary random fields on a lattice (Q2322837) (← links)
- Asymptotics of multivariate conditional risk measures for Gaussian risks (Q2415978) (← links)
- Estimate for the Finite-time Ruin Probability in the Discrete-time Risk Model with Insurance and Financial Risks (Q2876190) (← links)
- Tail asymptotic of Weibull-type risks (Q2934849) (← links)
- On the strong Kotz approximation of Dirichlet random vectors (Q3396495) (← links)