Pages that link to "Item:Q3466710"
From MaRDI portal
The following pages link to Models with hidden regular variation: Generation and detection (Q3466710):
Displayed 8 items.
- Asymptotic independence and support detection techniques for heavy-tailed multivariate data (Q784445) (← links)
- Implicit extremes and implicit max-stable laws (Q1675704) (← links)
- Hidden regular variation under full and strong asymptotic dependence (Q1693611) (← links)
- Risk contagion under regular variation and asymptotic tail independence (Q1742742) (← links)
- Tail probabilities of random linear functions of regularly varying random vectors (Q2093413) (← links)
- Asymptotic dependence of in- and out-degrees in a preferential attachment model with reciprocity (Q2158811) (← links)
- Conditional excess risk measures and multivariate regular variation (Q2291755) (← links)
- Discussion of ‘On studying extreme values and systematic risks with nonlinear time series models and tail dependence measures’ (Q5880059) (← links)