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math.PR2009
Asymptotic independence for unimodal densities
Guus Balkema, Natalia Nolde
Asymptotic independence of the components of random vectors is a concept used in many applications. The standard criteria for checking asymptotic independence are given in terms of…
math.PR2009★ 2 cited
Sensitivity of the limit shape of sample clouds from meta densities
Guus Balkema, Paul Embrechts, Natalia Nolde
The paper focuses on a class of light-tailed multivariate probability distributions. These are obtained via a transformation of the margins from a heavy-tailed original distributio…