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<p>The dependence structure in the tails of bivariate random vectors is studied by means of the copula representation. In particular, asymptotic results for the distribution of a random pair under univariate truncation is proved in the spirit of multivariate extensions of the Pickands-Balkema-de Haan Theorem.</p>

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The limiting distribution of a bivariate random vector under univariate truncation

  • 期刊论文

  • 出版模式：

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  • 发表日期：

    2025年1月23日

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  • F. Durante,
  • C. Ignazzi,
  • P. Jaworski

摘要

The dependence structure in the tails of bivariate random vectors is studied by means of the copula representation. In particular, asymptotic results for the distribution of a random pair under univariate truncation is proved in the spirit of multivariate extensions of the Pickands-Balkema-de Haan Theorem.