Living on the Multidimensional Edge: Seeking Hidden Risks Using Regular Variation
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Publication:4915653
DOI10.1239/aap/1363354106zbMath1276.60041arXiv1108.5560OpenAlexW2064889769MaRDI QIDQ4915653
Abhimanyu Mitra, Bikramjit Das, Sidney I. Resnick
Publication date: 11 April 2013
Published in: Advances in Applied Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1108.5560
Extreme value theory; extremal stochastic processes (60G70) Statistics of extreme values; tail inference (62G32) Limit theorems in probability theory (60F99)
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