Exact tail asymptotics in bivariate scale mixture models

DOI10.1007/S10687-011-0129-7MaRDI QIDQ6827230zbMATH OpenFDO

Authors Enkelejd Hashorva

Publication date 22 January 2016

Published in Extremes (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/S10687-011-0129-7

zbMATH Keywords

conditional excess distributionsDavis-Resnick tail propertyDirichlet distributionselliptically symmetric distributionsGumbel max-domain of attractionresidual tail dependence indextail asymptotics

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Extreme value theory; extremal stochastic processes (60G70)

Cited in

(2)

• On Chebyshev’s inequalities for scale mixture models
• Which distributions in the max-domain of attraction satisfy von Mises representation or variation representation for a given auxiliary function?

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