Asymptotic Dependence for Light-Tailed Homothetic Densities

DOI10.1239/aap/1339878722zbMath1255.60082OpenAlexW2027096947MaRDI QIDQ2898917

Guus Balkema, Natalia Nolde

Publication date: 12 July 2012

Published in: Unnamed Author (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.aap/1339878722

zbMATH Keywords

asymptotic dependencehomothetic densitylight-tailed densitymultivariate extreme

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Extreme value theory; extremal stochastic processes (60G70) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Related Items (2)

Linking representations for multivariate extremes via a limit set ⋮ Samples with a limit shape, multivariate extremes, and risk

Cites Work

• Bivariate extreme statistics. I
• High risk scenarios and extremes. A geometric approach
• Asymptotic independence for unimodal densities
• Unnamed Item

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