1 citations · 1 across the 10 of their papers we have counts for
Showing math.STShow all
2 papers · 1 filter
math.ST2025
Operator Tail Densities of Multivariate Copulas
Haijun Li
Operator regular variation of a multivariate distribution can be decomposed into the operator tail dependence of the underlying copula and the regular variation of the univariate m…
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…