A conditional limit theorem for a bivariate representation of a univariate random variable and conditional extreme values

DOI10.1007/s10687-016-0244-6zbMath1357.60022arXiv1311.0540OpenAlexW2963256399MaRDI QIDQ508708

Philippe Barbe, Miriam Isabel Seifert

Publication date: 8 February 2017

Published in: Extremes (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1311.0540

zbMATH Keywords

regular variationelliptical distributionsconditional limit theorempolar representationbivariate representationconditional extreme value modelunivariate random variables

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05) Extreme value theory; extremal stochastic processes (60G70) Statistics of extreme values; tail inference (62G32)

Related Items (2)

Extremes of randomly scaled Gumbel risks ⋮ Explicit results on conditional distributions of generalized exponential mixtures

Cites Work

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• Limit Conditional Distributions for Bivariate Vectors with Polar Representation
• Real Analysis and Probability
• A Conditional Approach for Multivariate Extreme Values (with Discussion)

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