On the foundations of multivariate heavy-tail analysis
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Multivariate analysis (62H99) Statistics of extreme values; tail inference (62G32) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Applications of statistics to actuarial sciences and financial mathematics (62P05) Central limit and other weak theorems (60F05)
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Cites work
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(30)- Copulas: Tales and facts (with discussion)
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