Conditional limiting distribution of type III elliptical random vectors
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Publication:864269
DOI10.1016/j.jmva.2005.10.003zbMath1110.62022OpenAlexW2088455895MaRDI QIDQ864269
Publication date: 13 February 2007
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmva.2005.10.003
Weak convergenceConditional distributionWeibull max-domain of attractionAsymptotic approximationElliptical random vectors
Multivariate distribution of statistics (62H10) Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05) Extreme value theory; extremal stochastic processes (60G70)
Related Items
Conditional limit results for type I polar distributions ⋮ Conditional limiting distribution of beta-independent random vectors ⋮ Asymptotics of the norm of elliptical random vectors ⋮ Extremes of weighted Dirichlet arrays ⋮ Asymptotic properties of type I elliptical random vectors ⋮ On the Max-Domain of Attraction of Type-III Elliptical Triangular Arrays ⋮ Extremes of stationary random fields on a lattice
Cites Work
- Extremes of asymptotically spherical and elliptical random vectors
- Extremes and related properties of random sequences and processes
- On the theory of elliptically contoured distributions
- Approximate distributions of order statistics. With applications to nonparametric statistics
- Consistency property of elliptical probability density functions
- Elliptical triangular arrays in the max-domain of attraction of Hüsler-Reiss distribution
- Maxima of normal random vectors: Between independence and complete dependence
- Foundations of Modern Probability
- On the Joint Limiting Distribution of Sums and Maxima of Stationary Normal Sequence
- Gaussian Approximation of Conditional Elliptical Random Vectors
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