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Testing the Multivariate Regular Variation Model

  • Published:2020-04-15 Issue:4 Volume:39 Page:907-919
  • ISSN:0735-0015
  • Container-title:Journal of Business & Economic Statistics
  • language:en
  • Short-container-title:Journal of Business & Economic Statistics

Author:

Einmahl John H. J.1ORCID,Yang Fan2,Zhou Chen34

Affiliation:

1. Department of Econometrics & OR and CentER, Tilburg University, Tilburg, Netherlands

2. Department of Statistics and Actuarial Science, University of Waterloo, Waterloo, ON, Canada

3. Department of Econometrics, Erasmus University Rotterdam, Rotterdam, Netherlands

4. Economics and Research Division, Bank of The Netherlands, Amsterdam, Netherlands

Publisher

Informa UK Limited

Subject

Statistics, Probability and Uncertainty,Economics and Econometrics,Social Sciences (miscellaneous),Statistics and Probability

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