Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1148255 | Journal of Statistical Planning and Inference | 2009 | 11 Pages |
Abstract
In this paper we introduce the class of Wp scale mixture random vectors with a particular radial decomposition and an independent-splitting property specified by some random variable Wp,pâ(0,â). We derive several conditional limit results assuming that the distribution of the random radius is in the max-domain of attraction of a univariate extreme value distribution and Wp has a certain tail asymptotic behaviour. As an application we obtain the joint asymptotic distribution of concomitants of order statics considering certain bivariate Wp scale mixture random samples.
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Physical Sciences and Engineering
Mathematics
Applied Mathematics
Authors
Enkelejd Hashorva,