activity
20072023
most citedConditioning on an extreme component: Model consistency with regular variation on cones

36 citations · 80 across the 15 of their papers we have counts for

collaborators
Showing 2014Show all

1 paper · 1 filter

math.PR2014★ 3 cited

Generation and Detection of Multivariate Regular Variation and Hidden Regular Variation

Bikramjit Das, Sidney Resnick

We review definitions of multivariate regular variation (MRV) and hidden regular variation (HRV) for distributions of random vectors and then summarize methods for generating model…