Asymptotic properties of type I elliptical random vectors
From MaRDI portal
Publication:1003307
DOI10.1007/S10687-007-0040-4zbMATH Open1164.62002OpenAlexW2093525733MaRDI QIDQ1003307FDOQ1003307
Authors: Enkelejd Hashorva 
Publication date: 28 February 2009
Published in: Extremes (Search for Journal in Brave)
Full work available at URL: https://boris.unibe.ch/24546/1/10687_2007_Article_40.pdf
Recommendations
Multivariate distribution of statistics (62H10) Asymptotic distribution theory in statistics (62E20) Statistics of extreme values; tail inference (62G32) Order statistics; empirical distribution functions (62G30)
Cites Work
- Maxima of normal random vectors: Between independence and complete dependence
- A Conditional Approach for Multivariate Extreme Values (with Discussion)
- Title not available (Why is that?)
- Extreme value theory. An introduction.
- Extremes and related properties of random sequences and processes
- Title not available (Why is that?)
- Title not available (Why is that?)
- On the theory of elliptically contoured distributions
- Title not available (Why is that?)
- Title not available (Why is that?)
- Estimating the tail dependence function of an elliptical distribution
- Concomitant tail behaviour for extremes
- Title not available (Why is that?)
- The convex hull of a spherically symmetric sample
- Approximate distributions of order statistics. With applications to nonparametric statistics
- Elliptical triangular arrays in the max-domain of attraction of Hüsler-Reiss distribution
- Limit laws for random vectors with an extreme component
- Sojourns and extremes of stationary processes
- Title not available (Why is that?)
- On the multivariate Hüsler-Reiss distribution attracting the maxima of elliptical triangular arrays
- Title not available (Why is that?)
- Identification of the parameters of a multivariate normal vector by the distribution of the maximum
- Title not available (Why is that?)
- Consistency property of elliptical probability density functions
- Title not available (Why is that?)
- Characteristic functions of a class of elliptical distributions
- Extreme behaviour for bivariate elliptical distributions
- Extremes of asymptotically spherical and elliptical random vectors
- Gaussian Approximation of Conditional Elliptical Random Vectors
- A novel class of bivariate max-stable distributions
- Estimation of bivariate excess probabilities for elliptical models
- Sojourns and extremes of Fourier sums and series with random coefficients
- Asymptotics and bounds for multivariate Gaussian tails
- Distribution of the maximum of concomitants of selected order statistics
- Conditional limiting distribution of type III elliptical random vectors
- On multivariate Gaussian tails
- Asymptotics of dominated Gaussian maxima
- Expansions of \(E(X| Y+\epsilon X)\) and their applications to the analysis of elliptically contoured measures
- On conditional distributions of nearest neighbors
- Joint distribution of maxima of concomitants of subsets of order statistics
- Remarks on compound Poisson approximation of Gaussian random sequences
- On asymptotics of multivariate integrals with applications to records
Cited In (20)
- Asymptotics of the norm of elliptical random vectors
- Asymptotics of the convex hull of spherically symmetric samples
- Asymptotics and uniform asymptotics for finite-time and infinite-time absolute ruin probabilities in a dependent compound renewal risk model
- On the residual dependence index of elliptical distributions
- Extremes of asymptotically spherical and elliptical random vectors
- Approximation of some multivariate risk measures for Gaussian risks
- Estimate for the finite-time ruin probability in the discrete-time risk model with insurance and financial risks
- Extremes of stationary random fields on a lattice
- Tail order and intermediate tail dependence of multivariate copulas
- Exact tail asymptotics in bivariate scale mixture models
- Title not available (Why is that?)
- Asymptotics of multivariate conditional risk measures for Gaussian risks
- Conditional limiting distribution of beta-independent random vectors
- Financial risk measures for a network of individual agents holding portfolios of light-tailed objects
- Asymptotics for Kotz type III elliptical distributions
- Conditional limiting distribution of type III elliptical random vectors
- On conditional extreme values of random vectors with polar representation
- Estimation of conditional laws given an extreme component
- On the strong Kotz approximation of Dirichlet random vectors
- Tail asymptotic of Weibull-type risks
This page was built for publication: Asymptotic properties of type I elliptical random vectors
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1003307)
