Living on the Multidimensional Edge: Seeking Hidden Risks Using Regular Variation (Q4915653)

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scientific article; zbMATH DE number 6153154
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Living on the Multidimensional Edge: Seeking Hidden Risks Using Regular Variation
scientific article; zbMATH DE number 6153154

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    Living on the Multidimensional Edge: Seeking Hidden Risks Using Regular Variation (English)
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    11 April 2013
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    regular variation
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    spectral measure
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    asymptotic independence
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    risk set
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    vague convergence
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