2 papers
math.ST2021
On Rapid Variation of Multivariate Probability Densities
Haijun Li
Multivariate rapid variation describes decay rates of joint light tails of a multivariate distribution. We impose a local uniformity condition to control decay variation of distrib…
math.PR2019
Tail Densities of Skew-Elliptical Distributions
Harry Joe, Haijun Li
Skew-elliptical distributions constitute a large class of multivariate distributions that account for both skewness and a variety of tail properties. This class has simpler represe…