Asymptotics for Kotz Type III elliptical distributions

Details

Serval ID
serval:BIB_41A9EC3E5565
Type
Article: article from journal or magazin.
Collection
Publications
Title
Asymptotics for Kotz Type III elliptical distributions
Journal
Statistics & Probability Letters
Author(s)
Hashorva E.
ISSN
0167-7152
Publication state
Published
Issued date
2009
Peer-reviewed
Oui
Volume
79
Number
7
Pages
927-935
Language
english
Abstract
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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Create date
03/09/2010 11:23
Last modification date
20/08/2019 14:42
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