Asymptotic properties of type I elliptical random vectors
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Publication:1003307
DOI10.1007/s10687-007-0040-4zbMath1164.62002OpenAlexW2093525733MaRDI QIDQ1003307
Publication date: 28 February 2009
Published in: Extremes (Search for Journal in Brave)
Full work available at URL: https://boris.unibe.ch/24546/1/10687_2007_Article_40.pdf
Multivariate distribution of statistics (62H10) Asymptotic distribution theory in statistics (62E20) Order statistics; empirical distribution functions (62G30) Statistics of extreme values; tail inference (62G32)
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