Conditional limiting distribution of beta-independent random vectors
The author introduces a class of beta-independent random vectors with stochastic representation \(\mathbf X\overset {d}= AR\mathbf U\), where \(A \in {\mathbb R}^{d \times d}\) is a non-singular matrix and the random vector \(\mathbf U\) satisfies the weak beta-independent splitting property, being independent of the associated random radius \(R\). Assuming that the distribution function of the radius \(R\) is in the max-domain of attraction of a univariate extreme value distribution, he obtains asymptotic results for the conditional distribution of beta-independent random vectors. Two applications concerning the Kotz approximation of the conditional distributions and the tail asymptotic behaviour of beta-independent bivariate random vectors are given.
- Conditional limiting distribution of type III elliptical random vectors
- Limit conditional distributions for bivariate vectors with polar representation
- Tail asymptotics under beta random scaling
- Conditional limits of \(W_{p}\) scale mixture distributions
- On conditional extreme values of random vectors with polar representation
- Approximate distributions of order statistics. With applications to nonparametric statistics
- Asymptotic properties of type I elliptical random vectors
- Conditional limiting distribution of type III elliptical random vectors
- Extreme value theory. An introduction.
- Extremes of asymptotically spherical and elliptical random vectors
- Flexible modeling based on copulas in nonparametric median regression
- Gaussian Approximation of Conditional Elliptical Random Vectors
- scientific article; zbMATH DE number 5190919 (Why is no real title available?)
- scientific article; zbMATH DE number 5190928 (Why is no real title available?)
- scientific article; zbMATH DE number 4030574 (Why is no real title available?)
- scientific article; zbMATH DE number 44885 (Why is no real title available?)
- scientific article; zbMATH DE number 107615 (Why is no real title available?)
- scientific article; zbMATH DE number 193528 (Why is no real title available?)
- scientific article; zbMATH DE number 1484400 (Why is no real title available?)
- scientific article; zbMATH DE number 2118489 (Why is no real title available?)
- scientific article; zbMATH DE number 5204924 (Why is no real title available?)
- Information matrices for some elliptically symmetric distributions
- Limit laws for random vectors with an extreme component
- On the multivariate Hüsler-Reiss distribution attracting the maxima of elliptical triangular arrays
- On the strong Kotz approximation of Dirichlet random vectors
- On the theory of elliptically contoured distributions
- Sojourns and extremes of Fourier sums and series with random coefficients
- Sojourns and extremes of stationary processes
- The convex hull of a spherically symmetric sample
- Uniform distributions on spheres in finite dimensional \(L_\alpha\) and their generalizations
- Conditional limits of \(W_{p}\) scale mixture distributions
- Limit conditional distributions for bivariate vectors with polar representation
- On decompositional algorithms for uniform sampling from n-spheres and n-balls
- Conditional limit results for type I polar distributions
- Asymptotics of random contractions
- A conditional distribution approach to uniform sampling on spheres and balls in \(L_{p}\) spaces
- On Pearson-Kotz Dirichlet distributions
- Estimation of conditional laws given an extreme component
- Tail behavior of the product of two dependent random variables with applications to risk theory
- On the residual dependence index of elliptical distributions
This page was built for publication: Conditional limiting distribution of beta-independent random vectors
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q935338)
