Hidden regular variation under full and strong asymptotic dependence (Q1693611): Difference between revisions

From MaRDI portal
Importer (talk | contribs)
Changed an Item
ReferenceBot (talk | contribs)
Changed an Item
 
Property / cites work
 
Property / cites work: Tail Index Estimation, Pareto Quantile Plots, and Regression Diagnostics / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3992980 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4471287 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Four theorems and a financial crisis / rank
 
Normal rank
Property / cites work
 
Property / cites work: Living on the Multidimensional Edge: Seeking Hidden Risks Using Regular Variation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Conditioning on an extreme component: model consistency with regular variation on cones / rank
 
Normal rank
Property / cites work
 
Property / cites work: Detecting a conditional extreme value model / rank
 
Normal rank
Property / cites work
 
Property / cites work: Models with hidden regular variation: Generation and detection / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5485944 / rank
 
Normal rank
Property / cites work
 
Property / cites work: How to make a Hill plot. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Probability / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4343010 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Hidden regular variation and the rank transform / rank
 
Normal rank
Property / cites work
 
Property / cites work: Limit laws for random vectors with an extreme component / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Conditional Approach for Multivariate Extreme Values (with Discussion) / rank
 
Normal rank
Property / cites work
 
Property / cites work: Regular variation for measures on metric spaces / rank
 
Normal rank
Property / cites work
 
Property / cites work: The qq-estimator and heavy tails / rank
 
Normal rank
Property / cites work
 
Property / cites work: Regularly varying measures on metric spaces: hidden regular variation and hidden jumps / rank
 
Normal rank
Property / cites work
 
Property / cites work: Hidden regular variation, second order regular variation and asymptotic independence / rank
 
Normal rank
Property / cites work
 
Property / cites work: Heavy-Tail Phenomena / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5445400 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Multivariate regular variation on cones: application to extreme values, hidden regular variation and conditioned limit laws / rank
 
Normal rank
Property / cites work
 
Property / cites work: Tauberian theory for multivariate regularly varying distributions with application to preferential attachment networks / rank
 
Normal rank
Property / cites work
 
Property / cites work: Smoothing the Hill Estimator / rank
 
Normal rank
Property / cites work
 
Property / cites work: Nonstandard regular variation of in-degree and out-degree in the preferential attachment model / rank
 
Normal rank

Latest revision as of 00:45, 15 July 2024

scientific article
Language Label Description Also known as
English
Hidden regular variation under full and strong asymptotic dependence
scientific article

    Statements

    Hidden regular variation under full and strong asymptotic dependence (English)
    0 references
    0 references
    0 references
    0 references
    31 January 2018
    0 references
    regular variation
    0 references
    multivariate heavy tails
    0 references
    hidden regular variation
    0 references
    tail estimation
    0 references
    strong dependence
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references