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Hidden Regular Variation under Full and Strong Asymptotic Dependence

3 February 2016

Papers citing "Hidden Regular Variation under Full and Strong Asymptotic Dependence"

3 / 3 papers shown

Title
Living on the multi-dimensional edge: seeking hidden risks using regular variation Bikramjit Das A. Mitra Sidney I. Resnick 78 52 0 29 Aug 2011
Detecting a conditional extrme value model Bikramjit Das Sidney I. Resnick 101 46 0 17 Feb 2009
Conditioning on an extreme component: Model consistency with regular variation on cones Bikramjit Das Sidney I. Resnick 122 72 0 28 May 2008