Hidden Regular Variation
Author:
Publisher
Springer Nature Switzerland
Link
https://link.springer.com/content/pdf/10.1007/978-3-031-57599-0_3
Reference9 articles.
1. B. Das, A. Mitra, and S.I. Resnick. Living on the multi-dimensional edge: Seeking hidden risks using regular variation. Advances in Applied Probability, 45(1):139–163, 2013.
2. L. de Haan. A characterization of multidimensional extreme-value distributions. Sankhyā Ser. A, 40(1):85–88, 1978.
3. F. Hernández-Campos, J.S. Marron, C. Park, S.I. Resnick, and K. Jaffay. Extremal dependence: Internet traffic applications. Stochastic Models, 21(1):1–35, 2005.
4. F. Lindskog, S.I. Resnick, and J. Roy. Regularly varying measures on metric spaces: Hidden regular variation and hidden jumps. Probab. Surv., 11:270–314, 2014.
5. K. Maulik and S.I. Resnick. Characterizations and examples of hidden regular variation. Extremes, 7(1):31–67, 2005.
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