On beta-product convolutions
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Publication:2868597
DOI10.1080/03461238.2011.555939zbMath1341.62055arXiv1001.4684MaRDI QIDQ2868597
Publication date: 17 December 2013
Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1001.4684
random scaling; elliptical distribution; lower tail asymptotics; polar distributions; asymptotics of sample minima; beta-product convolution; Weyl fractional-order integral operator
62E15: Exact distribution theory in statistics
60E10: Characteristic functions; other transforms
60E05: Probability distributions: general theory
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