Multivariate regular variation on cones: application to extreme values, hidden regular variation and conditioned limit laws
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Publication:3498587
DOI10.1080/17442500701830423zbMath1142.60042arXiv0712.3442MaRDI QIDQ3498587
Publication date: 15 May 2008
Published in: Stochastics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0712.3442
cones; conditioned limit laws; hidden regular variation; multivariate extreme value theory; Multivariate regular variation
60G70: Extreme value theory; extremal stochastic processes
60B99: Probability theory on algebraic and topological structures
60F99: Limit theorems in probability theory
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