{
  "id": "0708.1965",
  "version": "v3",
  "published": "2007-08-14T21:52:52.000Z",
  "updated": "2008-05-15T05:30:02.000Z",
  "title": "Tail Asymptotics and Estimation for Elliptical Distributions",
  "authors": [
    "Enkelejd Hashorva"
  ],
  "comment": "14 pages, minor changes, typos removed",
  "categories": [
    "math.PR",
    "math.ST",
    "stat.TH"
  ],
  "abstract": "Let (X,Y) be a bivariate elliptical random vector with associated random radius in the Gumbel max-domain of attraction. In this paper we obtain a second order asymptotic expansion of the joint survival probability P(X > x, Y> y) for x,y large. Further, based on the asymptotic bounds we discuss some aspects of the statistical modelling of joint survival probabilities and the survival conditional excess probability.",
  "revisions": [
    {
      "version": "v3",
      "updated": "2008-05-15T05:30:02.000Z"
    }
  ],
  "analyses": {
    "subjects": [
      "60F05",
      "60G70"
    ],
    "keywords": [
      "tail asymptotics",
      "elliptical distributions",
      "joint survival probability",
      "estimation",
      "survival conditional excess probability"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 14,
      "language": "en",
      "license": "arXiv",
      "status": "editable",
      "adsabs": "2007arXiv0708.1965H"
    }
  }
}