Pages that link to "Item:Q626293"
From MaRDI portal
The following pages link to Conditional limit results for type I polar distributions (Q626293):
Displaying 16 items.
- Minima and maxima of elliptical arrays and spherical processes (Q358134) (← links)
- On conditional extreme values of random vectors with polar representation (Q488091) (← links)
- Asymptotics of random contractions (Q661266) (← links)
- Asymptotics and uniform asymptotics for finite-time and infinite-time absolute ruin probabilities in a dependent compound renewal risk model (Q691839) (← links)
- On Pearson-Kotz Dirichlet distributions (Q716174) (← links)
- Complete asymptotic expansions for normal extremes (Q893973) (← links)
- Estimation of conditional laws given an extreme component (Q906629) (← links)
- Exact tail asymptotics in bivariate scale mixture models (Q906633) (← links)
- Tail behavior of the product of two dependent random variables with applications to risk theory (Q907381) (← links)
- On the residual dependence index of elliptical distributions (Q979196) (← links)
- Conditional limits of \(W_{p}\) scale mixture distributions (Q2272104) (← links)
- Tails of correlation mixtures of elliptical copulas (Q2276214) (← links)
- Asymptotic behaviour of multivariate default probabilities and default correlations under stress (Q2804413) (← links)
- Estimate for the Finite-time Ruin Probability in the Discrete-time Risk Model with Insurance and Financial Risks (Q2876190) (← links)
- Limit Conditional Distributions for Bivariate Vectors with Polar Representation (Q3562373) (← links)
- Maxima of skew elliptical triangular arrays (Q5739183) (← links)
