On the strong Kotz approximation of Dirichlet random vectors

DOI10.1080/02331880802395955zbMATH Open1278.60049OpenAlexW1968138737MaRDI QIDQ3396495FDOQ3396495

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

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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)

Cites Work

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• Tail approximations to the density function in EVT
• On conditional distributions of nearest neighbors
• Joint distribution of maxima of concomitants of subsets of order statistics

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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