Exact tail asymptotics in bivariate scale mixture models (Q906633)

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Exact tail asymptotics in bivariate scale mixture models
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    Exact tail asymptotics in bivariate scale mixture models (English)
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    22 January 2016
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    tail asymptotics
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    conditional excess distributions
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    Gumbel max-domain of attraction
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    elliptically symmetric distributions
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    Dirichlet distributions
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    residual tail dependence index
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    Davis-Resnick tail property
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