Conditional limiting distribution of beta-independent random vectors

DOI10.1016/J.JMVA.2008.04.015MaRDI QIDQ935338zbMATH OpenOpenAlexFDO

Authors Enkelejd Hashorva

Publication date 6 August 2008

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

Full work available at URL https://doi.org/10.1016/j.jmva.2008.04.015

zbMATH Keywords

elliptical distributionsconditional limiting distributionKotz approximationmax-domain of attractions

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70) Asymptotic distribution theory in statistics (62E20) Statistics of extreme values; tail inference (62G32) Central limit and other weak theorems (60F05)

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Cited in

(10)

• On the residual dependence index of elliptical distributions
• Conditional limits of \(W_{p}\) scale mixture distributions
• Tail behavior of the product of two dependent random variables with applications to risk theory
• A conditional distribution approach to uniform sampling on spheres and balls in \(L_{p}\) spaces
• On Pearson-Kotz Dirichlet distributions
• On decompositional algorithms for uniform sampling from \(n\)-spheres and \(n\)-balls
• Asymptotics of random contractions
• Estimation of conditional laws given an extreme component
• Conditional limit results for type I polar distributions
• Limit conditional distributions for bivariate vectors with polar representation

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