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"Higher order tail densities of copulas and hidden regular variation."

Haijun Li, Lei Hua (2015)

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DOI: 10.1016/J.JMVA.2014.12.010

access: open

type: Journal Article

metadata version: 2021-02-17

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  dblp key:
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  - https://dblp.org/rec/journals/ma/LiH15
Haijun Li, Lei Hua:
Higher order tail densities of copulas and hidden regular variation. J. Multivar. Anal. 138: 143-155 (2015)

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