Let (X, Y) be a random vector whose conditional excess probability θ(x, y):= P(Y ≤ y ǀ X > x) is of interest. Estimating this kind of probability is a delicate problem as soon as x tends to be large, ...
Two classes of finite and infinite moving-average sequences of bivariate random vectors are considered. The first class has bivariate exponential marginals while the second class has bivariate ...
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