On the foundations of multivariate heavy-tail analysis (Q4822461): Difference between revisions

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Property / author: Sidney I. Resnick / rank
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Latest revision as of 13:44, 7 June 2024

scientific article; zbMATH DE number 2109920
Language Label Description Also known as
English
On the foundations of multivariate heavy-tail analysis
scientific article; zbMATH DE number 2109920

    Statements

    On the foundations of multivariate heavy-tail analysis (English)
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    25 October 2004
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    regular variation
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    extremal dependence
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    angular measure
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    heavy tails
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    asymptotic independence
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    Hill estimator
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