Balkema, A.A.; Embrechts, P.; Nolde, N. - In: Journal of Multivariate Analysis 101 (2010) 7, pp. 1738-1754
This paper compares the shape of the level sets for two multivariate densities. The densities are positive and continuous, and have the same dependence structure. The density f is heavy-tailed. It decreases at the same rate-up to a positive constant-along all rays. The level sets {fc} for...