On the foundations of multivariate heavy-tail analysis (Q4822461)
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scientific article; zbMATH DE number 2109920
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the foundations of multivariate heavy-tail analysis |
scientific article; zbMATH DE number 2109920 |
Statements
On the foundations of multivariate heavy-tail analysis (English)
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25 October 2004
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regular variation
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extremal dependence
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angular measure
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heavy tails
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asymptotic independence
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Hill estimator
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