The extremal dependence measure and asymptotic independence

Stochastic Models

Volumn 20, Issue 2, 2004, Pages 205-227

  Resnick, Sidney ^a  

^a School of Operations Research and Industrial Engineering   (United States)

Author keywords

Asymptotic independence; Extremal dependence; Heavy tails; Multivariate regular variation; Pareto tails

Indexed keywords

ASYMPTOTIC STABILITY; ESTIMATION; PROBABILITY; VECTORS;

ASYMPTOTIC INDEPENDENCE; EXTREMAL DEPENDENCE; HEAVY TAILS; MULTIVARIATE REGULAR VARIATION; PARETO TAILS;

RANDOM PROCESSES;

EID: 2442466874     PISSN: 15326349     EISSN: None     Source Type: Journal    
DOI: 10.1081/STM-120034129     Document Type: Article

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