Tail asymptotics for dependent subexponential differences (Q1935731)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Tail asymptotics for dependent subexponential differences
scientific article

    Statements

    Tail asymptotics for dependent subexponential differences (English)
    0 references
    19 February 2013
    0 references
    subexponential random variables
    0 references
    differences
    0 references
    dependence
    0 references
    copulas
    0 references
    mean excess function
    0 references
    0 references
    0 references
    0 references

    Identifiers