Characterizations and examples of hidden regular variation
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Publication:2488443
DOI10.1007/s10687-004-4728-4zbMath1088.62066OpenAlexW2142012965MaRDI QIDQ2488443
Krishanu Maulik, Sidney I. Resnick
Publication date: 24 May 2006
Published in: Extremes (Search for Journal in Brave)
Full work available at URL: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.485.2290
heavy tailsasymptotic independencecoefficient of tail dependencemultivariate regular variationPareto tails
Characterization and structure theory for multivariate probability distributions; copulas (62H05) Extreme value theory; extremal stochastic processes (60G70) Statistics of extreme values; tail inference (62G32) Distribution theory (60E99)
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