Conditional limits of \(W_{p}\) scale mixture distributions

DOI10.1016/j.jspi.2009.04.001zbMath1168.60328arXiv0810.5706OpenAlexW2041109801MaRDI QIDQ2272104

Enkelejd Hashorva

Publication date: 5 August 2009

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0810.5706

zbMATH Keywords

elliptical distributionsconcomitants of order statisticsDirichlet distributionsconditional limiting distribution\(W_{p}\) scale mixture distributionskotz approximationMax-domain of attractions

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Extreme value theory; extremal stochastic processes (60G70)

Related Items (6)

Minima and maxima of elliptical arrays and spherical processes ⋮ Asymptotics of the convex hull of spherically symmetric samples ⋮ Estimation of conditional laws given an extreme component ⋮ Exact tail asymptotics in bivariate scale mixture models ⋮ On the residual dependence index of elliptical distributions ⋮ On Pearson-Kotz Dirichlet distributions

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