Exact tail asymptotics in bivariate scale mixture models (Q906633)
From MaRDI portal
scientific article; zbMATH DE number 5190923
- Exact Asymptotics of Bivariate Scale Mixture Distributions
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Exact tail asymptotics in bivariate scale mixture models |
scientific article; zbMATH DE number 5190923 |
|
Statements
Exact tail asymptotics in bivariate scale mixture models (English)
0 references
22 January 2016
0 references
13 September 2007
0 references
tail asymptotics
0 references
conditional excess distributions
0 references
Gumbel max-domain of attraction
0 references
elliptically symmetric distributions
0 references
Dirichlet distributions
0 references
residual tail dependence index
0 references
Davis-Resnick tail property
0 references
elliptical random vectors
0 references
exact asymptotics
0 references
conditional limiting theorems
0 references
excess distribution
0 references
math.PR
0 references
math.ST
0 references
stat.TH
0 references
