Densities with Spherical Level Sets in the Gauss-exponential Domain
Data(s) |
13/12/2013
13/12/2013
2011
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Resumo |
2000 Mathematics Subject Classification: 60F05, 60B10. For a sequence of independent observations Zn = (Xn, Yn) from the bivariate standard normal density there are at least three asymptotic descriptions of the sample clouds. This paper looks at sample clouds from light-tailed unimodal densities with spherical level sets. What conditions will give the asymptotic behaviour above? We do not assume that the level sets are concentric. |
Identificador |
Pliska Studia Mathematica Bulgarica, Vol. 20, No 1, (2011), 13p-38p 0204-9805 |
Idioma(s) |
en |
Publicador |
Institute of Mathematics and Informatics Bulgarian Academy of Sciences |
Palavras-Chave | #Gauus-exponential #high risk scenario #hyperbolic metric #level set #spherical #unimodal |
Tipo |
Article |