The limiting distribution of a bivariate random vector under univariate truncation

DOI10.1007/S00362-025-01663-4MaRDI QIDQ7026518zbMATH OpenFDO

Authors Fabrizio Durante, Claudio Ignazzi, Piotr Jaworski

Publication date 18 February 2025

Published in Statistical Papers (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1007/S00362-025-01663-4

zbMATH Keywords

copulaextreme-value distributionslimit distribution

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70) Asymptotic distribution theory in statistics (62E20) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

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