Limit Conditional Distributions for Bivariate Vectors with Polar Representation
نویسندگان
چکیده
منابع مشابه
Limit conditional distributions for bivariate vectors with polar representation
We investigate conditions for the existence of the limiting conditional distribution of a bivariate random vector when one component becomes large. We revisit the existing literature on the topic, and present some new sufficient conditions. We concentrate on the case where the conditioning variable belongs to the maximum domain of attraction of the Gumbel law, and we study geometric conditions ...
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ژورنال
عنوان ژورنال: Stochastic Models
سال: 2010
ISSN: 1532-6349,1532-4214
DOI: 10.1080/15326340903291362