Conditional limits of Wp scale mixture distributions

Détails

ID Serval
serval:BIB_D53B299744DC
Type
Article: article d'un périodique ou d'un magazine.
Collection
Publications
Titre
Conditional limits of Wp scale mixture distributions
Périodique
Journal of Statistical Planning and Inference
Auteur⸱e⸱s
Hashorva E.
ISSN
0378-3758
Statut éditorial
Publié
Date de publication
2009
Peer-reviewed
Oui
Volume
139
Numéro
10
Pages
3501-3511
Langue
anglais
Résumé
In this paper we introduce the class of W-p scale mixture random vectors with a particular radial decomposition and an independent-splitting property specified by some random variable W-p, P is an element of (0,infinity). We derive several conditional limit results assuming that the distribution of the random radius is in the max-domain of attraction of a univariate extreme value distribution and W-p has a certain tail asymptotic behaviour. As an application we obtain the joint asymptotic distribution of concomitants of order statics considering certain bivariate W-p scale mixture random samples.
Mots-clé
W-p scale mixture distributions, Dirichlet distributions, Elliptical distributions, Kotz approximation, Conditional limiting distribution, Max-domain of attractions, Concomitants of order statistics
Web of science
Création de la notice
03/09/2010 11:16
Dernière modification de la notice
20/08/2019 16:55
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