On Pearson-Kotz Dirichlet distributions

DOI10.1016/j.jmva.2011.01.012zbMath1213.60032OpenAlexW2007696487MaRDI QIDQ716174

Enkelejd Hashorva, Narayanaswamy Balakrishnan

Publication date: 19 April 2011

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2011.01.012

zbMATH Keywords

Dirichlet distributionbeta distributionelliptically symmetric distribution\(t\)-distributionconditional excess distributionconditional limiting theoremKotz type distributionPearson-Kotz Dirichlet distributionbeta distribution of second

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Extreme value theory; extremal stochastic processes (60G70) Probability distributions: general theory (60E05)

Related Items (5)

Polyhedral star-shaped distributions ⋮ Tail asymptotic of Weibull-type risks ⋮ Second-order tail asymptotics of deflated risks ⋮ Asymptotic behaviour of multivariate default probabilities and default correlations under stress ⋮ Discussion: Statistical models and methods for dependence in insurance data

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