Limit theorem for the maximum of random variables connected by IT-copulas of Student's t-distribution
DOI10.1137/S0040585X97T987260zbMATH Open1342.60035OpenAlexW1211495091MaRDI QIDQ2944451FDOQ2944451
Authors: E. A. Savinov 
Publication date: 2 September 2015
Published in: Theory of Probability & Its Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/s0040585x97t987260
Recommendations
- Extreme Value Theory and Archimedean Copulas
- Strong convergence of multivariate maxima
- Maxima of bivariate random vectors: Between independence and complete dependence
- Application of copulas in the proof of the almost sure central limit theorem for the \(k\)th largest maxima of some random variables
- On the copula for multivariate extreme value distributions
conditional distributioncopulasindependence transformationMAX-stable distributiontriangular array scheme
Probability distributions: general theory (60E05) Measures of association (correlation, canonical correlation, etc.) (62H20) Central limit and other weak theorems (60F05)
Cites Work
- Remarks on a Multivariate Transformation
- Extremes and related properties of random sequences and processes
- Central limit theorem for random variables generated by conditional distributions of projections of a stable measure on a Hilbert space
- Asymptotic properties of conditional quantiles of the Cauchy distribution in Hilbert space
- Title not available (Why is that?)
- The Strong Law of Large Numbers for a Triangular Array Scheme of Conditional Distributions of Stable Elliptically Contoured Measures
Cited In (3)
This page was built for publication: Limit theorem for the maximum of random variables connected by IT-copulas of Student's \(t\)-distribution
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2944451)
