Limit laws for random vectors with an extreme component (Q2455055)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Limit laws for random vectors with an extreme component |
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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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