The Asymptotic Dependence of Elliptic Random Variables
Abstract
Description
In this paper, we try to answer the question, whether for bivariate elliptic random variable X=(X_1,X_2) the marginal random variables X_1 and X_2 are asymptotically dependent. We show, that for some special form of the characteristic generator of X the answer is positive.
To be published in Acta Phys. Pol. B
To be published in Acta Phys. Pol. B