Toward a Copula Theory for Multivariate Regular Variation (Q2849531)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Toward a Copula Theory for Multivariate Regular Variation |
scientific article |
Statements
Toward a Copula Theory for Multivariate Regular Variation (English)
0 references
20 September 2013
0 references
joint tail probabilities
0 references
heavy-tail phenomena
0 references
measure-theoretic copula theory
0 references
intensity measure
0 references