%0 Journal Article
%T Tail Asymptotics and Estimation for Elliptical Distributions
%A Enkelejd Hashorva
%J Mathematics
%D 2007
%I arXiv
%X Let (X,Y) be a bivariate elliptical random vector with associated random radius in the Gumbel max-domain of attraction. In this paper we obtain a second order asymptotic expansion of the joint survival probability P(X > x, Y> y) for x,y large. Further, based on the asymptotic bounds we discuss some aspects of the statistical modelling of joint survival probabilities and the survival conditional excess probability.
%U http://arxiv.org/abs/0708.1965v3