On the foundations of multivariate heavy-tail analysis

Journal of Applied Probability

Volumn 41A, Issue , 2004, Pages 191-212

  Resnick, Sidney ^a  

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

Author keywords

Angular measure; Asymptotic independence; Extremal dependence; Heavy tails; Regular variation

Indexed keywords

EID: 33845792425     PISSN: 00219002     EISSN: None     Source Type: Journal    
DOI: 10.1239/jap/1082552199     Document Type: Article

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