Hidden regular variation, second order regular variation and asymptotic independence
From MaRDI portal
Publication:1424686
DOI10.1023/A:1025148622954zbMath1035.60053MaRDI QIDQ1424686
Publication date: 16 March 2004
Published in: Extremes (Search for Journal in Brave)
regular variation; heavy tails; asymptotic independence; second order regular variation; Pareto tails
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