Conditional limit results for type I polar distributions

Extremes

Volumn 12, Issue 3, 2009, Pages 239-263

  Hashorva, Enkelejd ^a  

^a UNIVERSITY OF BERN   (Switzerland)

Author keywords

Conditional limit theorem; Elliptical distributions; Estimation of conditional distribution; Gumbel max domain of attraction; Polar distributions; Tail asymptotics

Indexed keywords

EID: 70349941251     PISSN: 13861999     EISSN: 1572915X     Source Type: Journal    
DOI: 10.1007/s10687-008-0078-y     Document Type: Article

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