On the regular variation of ratios of jointly Fréchet random variables (Q906648)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: On the regular variation of ratios of jointly Fréchet random variables |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| 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
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
0.7405098676681519
0 references
0.7330302596092224
0 references
0.7303236722946167
0 references
0.7281696796417236
0 references
0.7223927974700928
0 references
