Asymptotics for Kotz Type III Elliptical Distributions

Details Asymptotics for Kotz Type III Elliptical Distributions Asymptotics for Kotz Type III Elliptical Distributions

2008-11-05

arxiv.org/abs/0811.0662v1

Mathematics

Probability

10 pages

Scientific paper

10.1016/j.spl.2008.11.015

In this paper we derive the tail asymptotics of a Kotz Type III elliptical random vector. As an application of our asymptotic expansion we derive an approximation for the conditional excess distribution. Furthermore, we discuss the asymptotic dependence of Kotz Type III triangular arrays and provide some details on the estimation of conditional excess distribution and survivor function.

Affiliated with

Also associated with

No associations

Rating

Asymptotics for Kotz Type III Elliptical Distributions does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.

If you have personal experience with Asymptotics for Kotz Type III Elliptical Distributions, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and Asymptotics for Kotz Type III Elliptical Distributions will most certainly appreciate the feedback.

Rate now

Comments { 0 }

Profile ID: LFWR-SCP-O-373098