Asymptotic independence and support detection techniques for heavy-tailed multivariate data
Year of publication: |
2020
|
---|---|
Authors: | Lehtomaa, Jaakko ; Resnick, Sidney I. |
Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 93.2020, p. 262-277
|
Subject: | Asymptotic independence | Heavy-tailed | Multivariate regular variation | Power law | Support estimation | Multivariate Analyse | Multivariate analysis | Statistische Verteilung | Statistical distribution | Schätztheorie | Estimation theory | Statistischer Test | Statistical test |
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