Conditional limits of Wp scale mixture distributions

Details

Serval ID
serval:BIB_D53B299744DC
Type
Article: article from journal or magazin.
Collection
Publications
Title
Conditional limits of Wp scale mixture distributions
Journal
Journal of Statistical Planning and Inference
Author(s)
Hashorva E.
ISSN
0378-3758
Publication state
Published
Issued date
2009
Peer-reviewed
Oui
Volume
139
Number
10
Pages
3501-3511
Language
english
Abstract
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.
Keywords
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
Create date
03/09/2010 11:16
Last modification date
20/08/2019 16:55
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