Densities with Spherical Level Sets in the Gauss-exponential Domain


Autoria(s): Balkema, Guus
Data(s)

13/12/2013

13/12/2013

2011

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

http://hdl.handle.net/10525/2186

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