Quantile function expansion using regularly varying functions (Q1739326)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 7048028
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Quantile function expansion using regularly varying functions |
scientific article; zbMATH DE number 7048028 |
Statements
Quantile function expansion using regularly varying functions (English)
0 references
26 April 2019
0 references
asymptotic expansion
0 references
asymptotic tail dependence
0 references
quantile function
0 references
regularly varying functions
0 references
skew-slash distribution
0 references
variance-gamma distribution
0 references
0.8566365
0 references
0.85639715
0 references
0.8520859
0 references
0.85131174
0 references
0.8501787
0 references
0.84795046
0 references
0.84677845
0 references
