Exact tail asymptotics in bivariate scale mixture models
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Publication:906633
DOI10.1007/s10687-011-0129-7zbMath1329.60150arXiv0904.0966OpenAlexW3102149160MaRDI QIDQ906633
Publication date: 22 January 2016
Published in: Extremes (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0904.0966
tail asymptoticsexcess distributionDavis-Resnick tail propertyDirichlet distributionsGumbel max-domain of attractionexact asymptoticselliptically symmetric distributionsconditional excess distributionsresidual tail dependence indexelliptical random vectorsconditional limiting theorems
Central limit and other weak theorems (60F05) Extreme value theory; extremal stochastic processes (60G70)
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