Tail Asymptotics and Estimation for Elliptical Distributions

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dc.creatorHashorva, Enkelejd
dc.date2007-08-14
dc.date2008-05-15
dc.date.accessioned2026-07-07T09:38:40Z
dc.date.available2026-07-07T09:38:40Z
dc.descriptionLet (X,Y) be a bivariate elliptical random vector with associated random radius in the Gumbel max-domain of attraction. In this paper we obtain a second order asymptotic expansion of the joint survival probability P(X > x, Y> y) for x,y large. Further, based on the asymptotic bounds we discuss some aspects of the statistical modelling of joint survival probabilities and the survival conditional excess probability.
dc.description14 pages, minor changes, typos removed
dc.identifierhttps://arxiv.org/abs/0708.1965
dc.identifierhttp://arxiv.org/abs/0708.1965
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/160890
dc.subjectProbability
dc.subjectStatistics Theory
dc.subject60F05; 60G70
dc.titleTail Asymptotics and Estimation for Elliptical Distributions
dc.typetext

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