Scale mixtures of Kotz-Dirichlet distributions (Q690957)
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scientific article; zbMATH DE number 6111193
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| English | Scale mixtures of Kotz-Dirichlet distributions |
scientific article; zbMATH DE number 6111193 |
Statements
Scale mixtures of Kotz-Dirichlet distributions (English)
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29 November 2012
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Pearson-Kotz Dirichlet distribution
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Dirichlet distribution
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Kotz type distribution
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Kotz approximation
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elliptical distribution
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\(t\)-distribution
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conditional limiting theorem
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conditional excess distribution
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coefficient of tail dependence
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random scaling
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0.8421838879585266
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0.8095933794975281
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0.7793659567832947
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0.7759678363800049
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