Characterizations and examples of hidden regular variation
From MaRDI portal
Publication:2488443
DOI10.1007/s10687-004-4728-4zbMath1088.62066MaRDI QIDQ2488443
Krishanu Maulik, Sidney I. Resnick
Publication date: 24 May 2006
Published in: Extremes (Search for Journal in Brave)
Full work available at URL: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.485.2290
heavy tails; asymptotic independence; coefficient of tail dependence; multivariate regular variation; Pareto tails
62H05: Characterization and structure theory for multivariate probability distributions; copulas
60G70: Extreme value theory; extremal stochastic processes
62G32: Statistics of extreme values; tail inference
60E99: Distribution theory
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