Hidden regular variation under full and strong asymptotic dependence

Author:

Das BikramjitORCID,Resnick Sidney I.

Funder

Army Research Laboratory

Ministry of Education - Singapore

Publisher

Springer Science and Business Media LLC

Subject

Economics, Econometrics and Finance (miscellaneous),Engineering (miscellaneous),Statistics and Probability

Reference31 articles.

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3. Bingham, N.H., Goldie, C.M., Teugels, J.L.: Regular variation, Volume 27 of Encyclopedia of Mathematics and Its Applications. Cambridge University Press, Cambridge (1989)

4. Bollobás, B., Borgs, C., Chayes, J., Riordan, O.: Directed Scale-Free Graphs Proceedings of the Fourteenth Annual ACM-SIAM Symposium on Discrete Algorithms (Baltimore, 2003), pp. 132–139. ACM, New York (2003)

5. Crovella, M., Bestavros, A., Taqqu, M.S.: Heavy-tailed probability distributions in the world wide web. In: Taqqu, M.S., Adler, R., Feldman, R. (eds.) A Practical Guide to Heavy Tails: Statistical Techniques for Analysing Heavy Tailed Distributions. Birkhäuser, Boston (1999)

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