On the regular variation of ratios of jointly Fréchet random variables
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Publication:906648
DOI10.1007/s10687-011-0133-yzbMath1329.62238arXiv1102.0771OpenAlexW2079750136MaRDI QIDQ906648
Publication date: 22 January 2016
Published in: Extremes (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1102.0771
regular variationspectral representationasymptotic independencehidden regular variationmultivariate Fréchet distributionquotient correlation
Asymptotic properties of nonparametric inference (62G20) Extreme value theory; extremal stochastic processes (60G70) Statistics of extreme values; tail inference (62G32)
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