Pages that link to "Item:Q579734"
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The following pages link to On regular variation of probability densities (Q579734):
Displaying 12 items.
- Estimation of extreme risk regions under multivariate regular variation (Q638815) (← links)
- On domains of attraction of multivariate extreme value distributions under absolute continuity (Q1375111) (← links)
- Multivariate regular variation of discrete mass functions with applications to preferential attachment networks (Q1617335) (← links)
- Asymptotic behavior of common connections in sparse random networks (Q2157422) (← links)
- Higher order tail densities of copulas and hidden regular variation (Q2350044) (← links)
- Strong law of large numbers for unions of random closed sets (Q2368163) (← links)
- Toward a Copula Theory for Multivariate Regular Variation (Q2849531) (← links)
- The Extremal Dependence Measure and Asymptotic Independence (Q3157856) (← links)
- On the foundations of multivariate heavy-tail analysis (Q4822461) (← links)
- Testing the Multivariate Regular Variation Model (Q6617812) (← links)
- Conditional Extremes in Asymmetric Financial Markets (Q6626295) (← links)
- Cross-validation on extreme regions (Q6635935) (← links)
