On the regular variation of ratios of jointly Fréchet random variables (Q906648)

From MaRDI portal
scientific article
Language Label Description Also known as
English
On the regular variation of ratios of jointly Fréchet random variables
scientific article

    Statements

    On the regular variation of ratios of jointly Fréchet random variables (English)
    0 references
    0 references
    0 references
    22 January 2016
    0 references
    regular variation
    0 references
    multivariate Fréchet distribution
    0 references
    spectral representation
    0 references
    asymptotic independence
    0 references
    quotient correlation
    0 references
    hidden regular variation
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references