Asymptotics of the norm of elliptical random vectors

DOI10.1016/j.jmva.2009.10.004zbMath1200.62012arXiv0812.4105OpenAlexW2044262657MaRDI QIDQ2267591

Enkelejd Hashorva

Publication date: 1 March 2010

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0812.4105

zbMATH Keywords

weak convergenceelliptical distributionsGaussian distributionsdensity convergenceGumbel max-domain of attractiontail approximationsKotz type distributions

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

Related Items (4)

Complete asymptotic expansions for normal extremes ⋮ Tail behavior of the product of two dependent random variables with applications to risk theory ⋮ Extremes of aggregated Dirichlet risks ⋮ Asymptotic expansion of Gaussian chaos via probabilistic approach

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