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Weakening the independence assumption on polar components: limit theorems for generalized elliptical distributions - MaRDI portal

Weakening the independence assumption on polar components: limit theorems for generalized elliptical distributions (Q2804419)

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scientific article; zbMATH DE number 6575358
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English
Weakening the independence assumption on polar components: limit theorems for generalized elliptical distributions
scientific article; zbMATH DE number 6575358

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    Weakening the independence assumption on polar components: limit theorems for generalized elliptical distributions (English)
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    29 April 2016
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    conditional extreme value model
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    conditional limit theorems
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    polar representation
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    elliptical distribution
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    Gumbel max-domain of attraction
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    random norming
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