The Asymptotic Dependence of Elliptic Random Variables
Physics and Society
2007-05-23 v1
Abstract
In this paper, we try to answer the question, whether for bivariate elliptic random variable X=(X_1,X_2) the marginal random variables X_1 and X_2 are asymptotically dependent. We show, that for some special form of the characteristic generator of X the answer is positive.
Cite
@article{arxiv.physics/0608203,
title = {The Asymptotic Dependence of Elliptic Random Variables},
author = {Krystyna Jaworska},
journal= {arXiv preprint arXiv:physics/0608203},
year = {2007}
}
Comments
To be published in Acta Phys. Pol. B