Effect of truncation on large deviations for heavy-tailed random vectors (Q665444)
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scientific article
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| English | Effect of truncation on large deviations for heavy-tailed random vectors |
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Effect of truncation on large deviations for heavy-tailed random vectors (English)
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5 March 2012
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heavy tails
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truncation
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regular variation
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large deviation
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0.8314366340637207
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0.7680127024650574
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0.7569974064826965
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0.7346522212028503
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