Multivariate regular variation on cones: application to extreme values, hidden regular variation and conditioned limit laws-Reference-Cited by-同舟云学术

Multivariate regular variation on cones: application to extreme values, hidden regular variation and conditioned limit laws

Published:2008-04 Issue:2-3 Volume:80 Page:269-298
ISSN:1744-2508
Container-title:Stochastics
language:en
Short-container-title:Stochastics

Author:

Resnick Sidney I.¹

Affiliation:

1. a School of Operations Research and Information Engineering, Cornell University , Ithaca, NY, 14853, USA

Publisher

Informa UK Limited

Subject

Modeling and Simulation,Statistics and Probability

Link

https://www.tandfonline.com/doi/pdf/10.1080/17442500701830423

Reference26 articles.

1. Correction locale de l'estimateur à noyau de la densité d'une loi de probabilité

2. Regular Variation

3. Coles , S. 2001.An Introduction to Statistical Modeling of Extreme Values, Vol. xiv, 210London: Springer. Springer Series in Statistics

4. Daley , D. and Vere-Jones , D. 2003.An Introduction to the Theory of Point Processes. Vol. I: Elementary Theory and Methods, 2nd ed., Vol. xxi, 469New York, NY: Springer. Probability and its Applications

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