Extremes of asymptotically spherical and elliptical random vectors
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Publication:882854
DOI10.1016/j.insmatheco.2005.01.003zbMath1110.62023OpenAlexW2034349670MaRDI QIDQ882854
Publication date: 24 May 2007
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.insmatheco.2005.01.003
Max-domain of attractionAsymptotically elliptical random vectorsAsymptotically spherical random vectorsCoefficient of upper tail dependenceMultivariate extremes
Asymptotic distribution theory in statistics (62E20) Extreme value theory; extremal stochastic processes (60G70) Statistics of extreme values; tail inference (62G32)
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