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

DOI10.1017/jpr.2015.14zbMath1337.60026OpenAlexW2298576996MaRDI QIDQ2804419

Miriam Isabel Seifert

Publication date: 29 April 2016

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.jap/1457470564

zbMATH Keywords

random normingelliptical distributionpolar representationconditional limit theoremsGumbel max-domain of attractionconditional extreme value model

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05) Extreme value theory; extremal stochastic processes (60G70) Statistics of extreme values; tail inference (62G32)

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