Derivatives of regularly varying functions in Rd and domains of attraction of stable distributions
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- Yi He & John H. J. Einmahl, 2017.
"Estimation of extreme depth-based quantile regions,"
Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 79(2), pages 449-461, March.
- He, Y. & Einmahl, J.H.J., 2014. "Estimation of Extreme Depth-Based Quantile Regions," Discussion Paper 2014-035, Tilburg University, Center for Economic Research.
- He, Y. & Einmahl, J.H.J., 2014. "Estimation of Extreme Depth-Based Quantile Regions," Other publications TiSEM d6529c8a-8865-4c03-a064-a, Tilburg University, School of Economics and Management.
- Asimit, Alexandru V. & Gerrard, Russell & Hou, Yanxi & Peng, Liang, 2016. "Tail dependence measure for examining financial extreme co-movements," Journal of Econometrics, Elsevier, vol. 194(2), pages 330-348.
- Dermoune, A. & Hamadène, S. & Ouknine, Y., 1999. "Limit theorem for the statistical solution of Burgers equation," Stochastic Processes and their Applications, Elsevier, vol. 81(2), pages 217-230, June.
More about this item
KeywordsMultivariate regular variatiion Tauberian theorems multivariate stable laws domains of attraction;
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