Asymptotic independence and support detection techniques for heavy-tailed multivariate data
Jaakko Lehtomaa, Sidney I. Resnick
| Year of publication: |
2020
|
|---|---|
| Authors: | Lehtomaa, Jaakko ; Resnick, Sidney I. |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 93.2020, p. 262-277
|
| Subject: | Asymptotic independence | Heavy-tailed | Multivariate regular variation | Power law | Support estimation | Multivariate Analyse | Multivariate analysis | Schätztheorie | Estimation theory | Statistische Verteilung | Statistical distribution | Statistische Methodenlehre | Statistical theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.insmatheco.2020.05.002 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012294133