ResearchTrend.AI
  • Papers
  • Communities
  • Events
  • Blog
  • Pricing
Papers
Communities
Social Events
Terms and Conditions
Pricing
Parameter LabParameter LabTwitterGitHubLinkedInBlueskyYoutube

© 2025 ResearchTrend.AI, All rights reserved.

  1. Home
  2. Papers
  3. 0904.0966
104
4
v1v2 (latest)

Exact Asymptotics of Bivariate Scale Mixture Distributions

6 April 2009
E. Hashorva
ArXiv (abs)PDFHTML
Abstract

Let (RU_1, R U_2) be a given bivariate scale mixture random vector, with R>0 being independent of the bivariate random vector (U_1,U_2). In this paper we derive exact asymptotic expansions of the tail probability P{RU_1> x, RU_2> ax}, a \in (0,1] as x tends infintiy assuming that R has distribution function in the Gumbel max-domain of attraction and (U_1,U_2) has a specific tail behaviour around some absorbing point. As a special case of our results we retrieve the exact asymptotic behaviour of bivariate polar random vectors. We apply our results to investigate the asymptotic independence and the asymptotic behaviour of conditional excess for bivariate scale mixture distributions.

View on arXiv
Comments on this paper