Limit laws for random vectors with an extreme component (Q2455055)
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scientific article
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| default for all languages | No label defined |
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| English | Limit laws for random vectors with an extreme component |
scientific article |
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Limit laws for random vectors with an extreme component (English)
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22 October 2007
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conditional models
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heavy tails
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regular variation
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coefficient of tail dependence
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hidden regular variation
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asymptotic independence
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0.8506360650062561
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0.8504139184951782
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0.8399667143821716
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0.807810366153717
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0.8013967275619507
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