منابع مشابه
Third Order Extended Regular Variation
A theory of third order extended regular variation is developed, somewhat similar to the corresponding theories of first and second order.
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A notion of higher order tail densities for copulas is introduced using multivariate regular variation of copula densities, and densities of multivariate extremes with various margins can then be studied in a unified fashion. We show that the tail of a multivariate density can be decomposed into the tail density of the underlying copula, coupled with marginal tail transforms of the three types:...
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ژورنال
عنوان ژورنال: Publications de l'Institut Mathematique
سال: 2006
ISSN: 0350-1302,1820-7405
DOI: 10.2298/pim0694109a