Conditional limiting distribution of beta-independent random vectors

DOI10.1016/j.jmva.2008.04.015zbMath1145.62013OpenAlexW2042434800MaRDI QIDQ935338

Enkelejd Hashorva

Publication date: 6 August 2008

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2008.04.015

zbMATH Keywords

elliptical distributionsconditional limiting distributionKotz approximationmax-domain of attractions

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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