Multivariate regular variation on cones: application to extreme values, hidden regular variation and conditioned limit laws (Q3498587)
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scientific article
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| English | Multivariate regular variation on cones: application to extreme values, hidden regular variation and conditioned limit laws |
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Multivariate regular variation on cones: application to extreme values, hidden regular variation and conditioned limit laws (English)
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15 May 2008
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Multivariate regular variation
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cones
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multivariate extreme value theory
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hidden regular variation
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conditioned limit laws
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0.8527852892875671
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0.8504139184951782
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0.8367496132850647
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0.785843551158905
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