Modeling multiple risks: hidden domain of attraction (Q2443882): Difference between revisions

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+On R. Von Mises' Condition for the Domain of Attraction of $\exp(-e^{-x})^1$
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+Comparison of Approaches for Estimating the Probability of Coastal Flooding
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+Detecting a conditional extreme value model
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+Living on the Multidimensional Edge: Seeking Hidden Risks Using Regular Variation
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+Hidden regular variation and the rank transform
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+Limit laws for random vectors with an extreme component
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+Concomitant tail behaviour for extremes
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+Characterizations and examples of hidden regular variation
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+Hidden Regular Variation and Detection of Hidden Risks
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+Hidden regular variation, second order regular variation and asymptotic independence
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+Heavy-Tail Phenomena
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