Limit laws for random vectors with an extreme component

DOI10.1214/105051606000000835zbMath1125.60049arXivmath/0502324OpenAlexW3100647575MaRDI QIDQ2455055

Sidney I. Resnick, Janet E. Heffernan

Publication date: 22 October 2007

Published in: The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0502324

zbMATH Keywords

regular variationheavy tailsasymptotic independencecoefficient of tail dependencehidden regular variationconditional models

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70) Statistics of extreme values; tail inference (62G32)

Related Items (62)

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Uses Software

• ismev

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