Testing the Multivariate Regular Variation Model

DOI10.1080/07350015.2020.1737533zbMath1547.62707MaRDI QIDQ6617812

Fan Yang, Chen Zhou, John H. J. Einmahl

Publication date: 11 October 2024

Published in: Journal of Business and Economic Statistics (Search for Journal in Brave)

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

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