Asymptotic properties of type I elliptical random vectors

Details

Request a copyRequest a copy
Serval ID
serval:BIB_84D6221835F0
Type
Article: article from journal or magazin.
Collection
Publications
Institution
Production externe
Title
Asymptotic properties of type I elliptical random vectors
Journal
Extremes
Author(s)
Hashorva E.
ISSN
1386-1999
1572-915X ([electronic])
Publication state
Published
Issued date
2007
Peer-reviewed
Oui
Volume
10
Number
4
Pages
175-206
Language
english
Keywords
Gumbel max-domain of attraction, Exact tail asymptotics, Density approximation, Gauss–Gumbel convergence, Gaussian random vectors, Concomitants of order statistics, Quadratic programming
DOI
10.1007/s10687-007-0040-4
Create date
03/09/2010 11:37
Last modification date
20/08/2019 15:44
Usage data