The Shape of Asymptotic Dependence
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Publisher
Springer Berlin Heidelberg
Link
http://link.springer.com/content/pdf/10.1007/978-3-642-33549-5_3.pdf
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3. Balkema, A.A., Embrechts, P., Nolde, N.: Sensitivity of the limit shape of sample clouds from meta densities. Bernoulli (to appear) (2013)
4. Balkema, A.A., Nolde, N.: Asymptotic dependence for homothetic light-tailed densities. Adv. Appl. Prob. 44, 506–527 (2012)
5. Balkema, A.A., Nolde, N.: Asymptotic independence for unimodal densities. Adv. Appl. Prob. 42, 411–432 (2010)
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