Weakening the independence assumption on polar components: limit theorems for generalized elliptical distributions (Q2804419)
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scientific article; zbMATH DE number 6575358
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| English | Weakening the independence assumption on polar components: limit theorems for generalized elliptical distributions |
scientific article; zbMATH DE number 6575358 |
Statements
Weakening the independence assumption on polar components: limit theorems for generalized elliptical distributions (English)
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29 April 2016
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conditional extreme value model
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conditional limit theorems
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polar representation
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elliptical distribution
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Gumbel max-domain of attraction
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random norming
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0.7719707489013672
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0.7555065751075745
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0.7406851053237915
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0.7179627418518066
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