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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| English | Living on the multidimensional edge: Seeking hidden risks using regular variation |
scientific article; zbMATH DE number 6153154 |
Statements
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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0.8335400223731995
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0.8161552548408508
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0.8153746724128723
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0.8003886342048645
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