On the strong Kotz approximation of Dirichlet random vectors

DOI10.1080/02331880802395955MaRDI QIDQ3396495zbMATH OpenOpenAlexFDO

Authors Samuel Kotz, Enkelejd Hashorva

Publication date 18 September 2009

Published in Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02331880802395955

zbMATH Keywords

conditional limit theoremconcomitants of order statisticsGumbel max-domain of attraction\(L_p\)-norm generalized symmetrized Dirichlet distributionestimation of conditional quantile functionKotz type I LpGSD distribution

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70) Central limit and other weak theorems (60F05)

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Cites work

• scientific article; zbMATH DE number 107615 (Why is no real title available?)
• scientific article; zbMATH DE number 193528 (Why is no real title available?)
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• Approximate distributions of order statistics. With applications to nonparametric statistics
• Asymptotic properties of type I elliptical random vectors
• Concomitant tail behaviour for extremes
• Distribution of the maximum of concomitants of selected order statistics
• Estimation of bivariate excess probabilities for elliptical models
• Gaussian Approximation of Conditional Elliptical Random Vectors
• Joint distribution of maxima of concomitants of subsets of order statistics
• More on stochastic comparisons and dependence among concomitants of order statistics
• On conditional distributions of nearest neighbors
• On the theory of elliptically contoured distributions
• Sojourns and extremes of Fourier sums and series with random coefficients
• Sojourns and extremes of stationary processes
• Tail approximations to the density function in EVT
• The convex hull of a spherically symmetric sample
• Uniform distributions on spheres in finite dimensional \(L_\alpha\) and their generalizations
• \(L_p\)-norm spherical distribution

Cited in

(5)

• Conditional limits of \(W_{p}\) scale mixture distributions
• Scale mixtures of Kotz-Dirichlet distributions
• On Pearson-Kotz Dirichlet distributions
• Conditional limiting distribution of beta-independent random vectors
• Tail asymptotics under beta random scaling

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