Characterizations and examples of hidden regular variation

Extremes

Volumn 7, Issue 1, 2004, Pages 31-67

  Maulik, Krishanu ^a   Resnick, Sidney ^b  

^a EURANDOM   (Netherlands)

^b Cornell University   (United States)

Author keywords

Asymptotic independence; Coefficient of tail dependence; Heavy tails; Hidden regular variation; Pareto tails; Regular variation

Indexed keywords

EID: 17544368988     PISSN: 13861999     EISSN: 1572915X     Source Type: Journal    
DOI: 10.1007/s10687-004-4728-4     Document Type: Article

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