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Lindner, Alexander’ AUTHOR PAGE
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E-Mail: lindner@mathematik.tu-muenchen.de
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webpage: http://www-m1.ma.tum.de/m4/pers/lindner/
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Affiliation: Munich University of Technology
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A Limit Theorem For Copulas 2004
Lindner, Alexander
Szimayer, Alexander
 
We characterize convergence of a sequence of d-dimensional random vectors byconvergence of the one-dimensional margins and of the copula. The result i...
Quadratic Forms of Gaussian Vectors 2002
Jaschke, Stefan R.
Kluppelberg, Claudia
Lindner, Alexander
 
We derive results on the ssymptotic behavior of tails and quantiles of quadratic forms of Gaussian vectors. They appear in particular in delta-gamma ...
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