Modeling multiple risks: hidden domain of attraction
نویسندگان
چکیده
منابع مشابه
Modeling Multiple Risks: Hidden Domain of Attraction
A sub-model of multivariate regular variation called hidden regular variation facilitates more accurate estimation of joint tail probabilities in the presence of asymptotic independence. A related concept called hidden domain of attraction can sometimes offer similar estimation assistance in circumstances where hidden regular variation is absent. Examples and discussion illustrate strengths and...
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ژورنال
عنوان ژورنال: Extremes
سال: 2013
ISSN: 1386-1999,1572-915X
DOI: 10.1007/s10687-013-0171-8