Limit theorem for the maximum of random variables connected by IT-copulas of Student's \(t\)-distribution (Q2944451)
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scientific article; zbMATH DE number 6477548
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| English | Limit theorem for the maximum of random variables connected by IT-copulas of Student's \(t\)-distribution |
scientific article; zbMATH DE number 6477548 |
Statements
Limit Theorem for the Maximum of Random Variables Connected by IT-Copulas of Student's $t$-Distribution (English)
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2 September 2015
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copulas
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independence transformation
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conditional distribution
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triangular array scheme
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MAX-stable distribution
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0.7614307999610901
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0.7580894231796265
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0.7542716860771179
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0.7505081295967102
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0.7494414448738098
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