Asymptotics for Kotz Type III elliptical distributions

Détails

ID Serval
serval:BIB_41A9EC3E5565
Type
Article: article d'un périodique ou d'un magazine.
Collection
Publications
Titre
Asymptotics for Kotz Type III elliptical distributions
Périodique
Statistics & Probability Letters
Auteur⸱e⸱s
Hashorva E.
ISSN
0167-7152
Statut éditorial
Publié
Date de publication
2009
Peer-reviewed
Oui
Volume
79
Numéro
7
Pages
927-935
Langue
anglais
Résumé
Let X be a Kotz Type III elliptical random vector in R(k). k >= 2, and let t(n). n >= 1 be positive constants such that lim(n ->infinity) t(n) = infinity. In this article we obtain all asymptotic expansion of P{X > t(n)a}, a is an element of R(k). As all application we derive an approximation for the conditional excess distribution and show the asymptotic dependence of Kotz Type III triangular arrays. Further. we provide some details oil the estimation of conditional excess distributions and Survivor function of Kotz Type III random vectors.
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Création de la notice
03/09/2010 10:23
Dernière modification de la notice
20/08/2019 13:42
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