On the strong Kotz approximation of Dirichlet random vectors
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Publication:3396495
DOI10.1080/02331880802395955zbMath1278.60049OpenAlexW1968138737MaRDI QIDQ3396495
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
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
Central limit and other weak theorems (60F05) Extreme value theory; extremal stochastic processes (60G70)
Related Items (4)
Conditional limiting distribution of beta-independent random vectors ⋮ Conditional limits of \(W_{p}\) scale mixture distributions ⋮ On Pearson-Kotz Dirichlet distributions ⋮ Tail asymptotics under beta random scaling
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