On Pearson-Kotz Dirichlet distributions
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Publication:716174
DOI10.1016/j.jmva.2011.01.012zbMath1213.60032MaRDI 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
Dirichlet distribution; beta distribution; elliptically symmetric distribution; \(t\)-distribution; conditional excess distribution; conditional limiting theorem; Kotz type distribution; Pearson-Kotz Dirichlet distribution; beta distribution of second
60F05: Central limit and other weak theorems
60G70: Extreme value theory; extremal stochastic processes
60E05: Probability distributions: general theory
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