Samples with a limit shape, multivariate extremes, and risk
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Publication:5005021
DOI10.1017/apr.2020.14zbMath1473.60085OpenAlexW3043231266MaRDI QIDQ5005021
Publication date: 4 August 2021
Published in: Advances in Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1017/apr.2020.14
regular variationlimit setexponential decaytail independencelight-tailed distributionsrisk regionWeibull-like tails
Geometric probability and stochastic geometry (60D05) Extreme value theory; extremal stochastic processes (60G70) Probability distributions: general theory (60E05) Rate of growth of functions, orders of infinity, slowly varying functions (26A12) Limit theorems in probability theory (60F99)
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