Gaussian Approximation of Conditional Elliptical Random Vectors
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Publication:5446502
DOI10.1080/15326340600820414zbMath1144.60019OpenAlexW2026684569MaRDI QIDQ5446502
Publication date: 6 March 2008
Published in: Stochastic Models (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/15326340600820414
Central limit and other weak theorems (60F05) Extreme value theory; extremal stochastic processes (60G70)
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Conditional limiting distribution of type III elliptical random vectors ⋮ On the multivariate Hüsler-Reiss distribution attracting the maxima of elliptical triangular arrays ⋮ Conditional limit results for type I polar distributions ⋮ Asymptotics of the convex hull of spherically symmetric samples ⋮ Estimation of conditional laws given an extreme component ⋮ Extremes of independent chi-square random vectors ⋮ Gaussian approximation of conditional elliptical copulas ⋮ Extremes of conditioned elliptical random vectors ⋮ Conditional limiting distribution of beta-independent random vectors ⋮ On conditional extreme values of random vectors with polar representation ⋮ Tail asymptotic results for elliptical distributions ⋮ Limit Conditional Distributions for Bivariate Vectors with Polar Representation ⋮ On the residual dependence index of elliptical distributions ⋮ Extremes of weighted Dirichlet arrays ⋮ Conditional limits of \(W_{p}\) scale mixture distributions ⋮ Tail asymptotics under beta random scaling ⋮ Estimation of bivariate excess probabilities for elliptical models ⋮ Asymptotic properties of type I elliptical random vectors ⋮ Asymptotic behaviour of multivariate default probabilities and default correlations under stress ⋮ Asymptotics for Kotz type III elliptical distributions ⋮ On the strong Kotz approximation of Dirichlet random vectors ⋮ Extremes of stationary random fields on a lattice
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