Exact tail asymptotics in bivariate scale mixture models
نویسندگان
چکیده
منابع مشابه
Exact Asymptotics of Bivariate Scale Mixture Distributions
Let (RU1, RU2) be a given bivariate scale mixture random vector, with R > 0 being independent of the bivariate random vector (U1, U2). In this paper we derive exact asymptotic expansions of the tail probability P{RU1 > x, RU2 > ax}, a ∈ (0, 1] as x → ∞ assuming that R has distribution function in the Gumbel max-domain of attraction and (U1, U2) has a specific tail behaviour around some absorbin...
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ژورنال
عنوان ژورنال: Extremes
سال: 2011
ISSN: 1386-1999,1572-915X
DOI: 10.1007/s10687-011-0129-7