Gauus-exponential high risk scenario hyperbolic metric level set spherical unimodal
Issue Date:
2011
Publisher:
Institute of Mathematics and Informatics Bulgarian Academy of Sciences
Citation:
Pliska Studia Mathematica Bulgarica, Vol. 20, No 1, (2011), 13p-38p
Abstract:
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.
