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

Author: Resnick Sidney  

Publisher: Taylor & Francis Ltd

ISSN: 1744-2508

Source: Stochastics: An International Journal of Probability and Stochastic Processes, Vol.80, Iss.2-3, 2008-04, pp. : 269-298

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Abstract