Gaussian Approximation of Conditional Elliptical Random Vectors

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Extremes of asymptotically spherical and elliptical random vectors
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Cited in

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Estimation of bivariate excess probabilities for elliptical models
Asymptotic properties of type I elliptical random vectors
Asymptotics for Kotz type III elliptical distributions
Asymptotics of the norm of elliptical random vectors
Extremes of weighted Dirichlet arrays
Conditional limits of \(W_{p}\) scale mixture distributions
Extremes of stationary random fields on a lattice
Extremes of conditioned elliptical random vectors
On the regular variation of elliptical random vectors
Asymptotic behaviour of multivariate default probabilities and default correlations under stress
On the strong Kotz approximation of Dirichlet random vectors
Limit conditional distributions for bivariate vectors with polar representation
Constructing 3D Elliptical Gaussians for Irregular Data
Gaussian approximation of conditional elliptical copulas
On conditional extreme values of random vectors with polar representation
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Conditional limit results for type I polar distributions
Asymptotics of the convex hull of spherically symmetric samples
A class of spherical and elliptical distributions with Gaussian-like limit properties
Conditional limiting distribution of type III elliptical random vectors
On the multivariate Hüsler-Reiss distribution attracting the maxima of elliptical triangular arrays
Estimation of conditional laws given an extreme component
Extremes of independent chi-square random vectors
Conditional limiting distribution of beta-independent random vectors
Tail asymptotic results for elliptical distributions
On the residual dependence index of elliptical distributions
Tail asymptotics under beta random scaling

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