Simple models for multivariate regular variation and the Hüsler-Reiß Pareto distribution
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Publication:2274962
DOI10.1016/j.jmva.2019.04.008zbMath1473.62170arXiv1712.09225OpenAlexW2963874774MaRDI QIDQ2274962
Clément Dombry, Zhen Wai Olivier Ho
Publication date: 1 October 2019
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1712.09225
Multivariate distribution of statistics (62H10) Exact distribution theory in statistics (62E15) Statistics of extreme values; tail inference (62G32)
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