Multivariate Regular Variation on Cones: Application to Extreme Values, Hidden Regular Variation and Conditioned Limit Laws
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Author
Resnick, S.
Abstract
Multivariate Regular Variation on Cones: Application to Extreme Values, Hidden Regular Variation and Conditioned Limit Laws
Date Issued
2007-08
Publisher
Cornell University Operations Research and Industrial Engineering
Keywords
Previously Published as
1464
Type
technical report