Conditioning on an extreme component: model consistency with regular variation on cones (Q637099)
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scientific article; zbMATH DE number 5945300
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| English | Conditioning on an extreme component: model consistency with regular variation on cones |
scientific article; zbMATH DE number 5945300 |
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Conditioning on an extreme component: model consistency with regular variation on cones (English)
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2 September 2011
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asymptotic independence
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conditional extreme value model
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domain of attraction
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regular variation
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0.8412512540817261
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0.8399667143821716
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0.8372933864593506
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0.8367496132850647
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0.8338435292243958
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