Toward a copula theory for multivariate regular variation (Q2849531)
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scientific article; zbMATH DE number 6210181
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Toward a copula theory for multivariate regular variation |
scientific article; zbMATH DE number 6210181 |
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Toward a Copula Theory for Multivariate Regular Variation (English)
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20 September 2013
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joint tail probabilities
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heavy-tail phenomena
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measure-theoretic copula theory
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intensity measure
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0.8517698049545288
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0.8026553988456726
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0.8013120889663696
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0.800947904586792
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0.8003140091896057
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