Asymptotics for Kotz Type III Elliptical Distributions
نویسنده
چکیده
Abstract: Let X be a Kotz Type III elliptical random vector in IR, k ≥ 2, and let tn, n ≥ 1 be positive constants such that limn→∞ tn = ∞. In this article we obtain an asymptotic expansion of the tail probability P {X > tna},a ∈ IR. As an application we derive an approximation for the conditional excess distribution. Furthermore, we discuss the asymptotic dependence of Kotz Type III triangular arrays and provide some details on the estimation of conditional excess distributions and survivor function of Kotz Type III distributions.
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