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Tails of weakly dependent random vectors - MaRDI portal

Tails of weakly dependent random vectors (Q5964275)

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scientific article; zbMATH DE number 6546978
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English
Tails of weakly dependent random vectors
scientific article; zbMATH DE number 6546978

    Statements

    title
    Tails of weakly dependent random vectors (English)
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    author
    Peter Tankov
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    publication date
    29 February 2016
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    zbMATH Keywords
    tail dependence
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    asymptotic tail behavior
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    copulas
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    regular variation
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    Gaussian mixtures
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    cites work
    Q3992980
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    Q4363950
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    Q5706744
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    Heavy-Tail Phenomena
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    Identifiers

    Mathematics Subject Classification ID
    60F10
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    60F99
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    60G15
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    60G70
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    62G32
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    zbMATH DE Number
    6546978
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    OpenAlex ID
    W2197090424
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    arXiv ID
    1402.4683
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