Showing math.PRShow all
2 papers · 1 filter
math.PR2025
Toward a Hazard Rate Framework for Regular and Rapid Variation
Haijun Li
Regular and rapid variation have been extensively studied in the literature and applied across various fields, particularly in extreme value theory. In this paper, we examine regul…
math.PR2024
Tail Dependence of Multivariate Archimedean Copulas
Haijun Li
Archimedean copulas generated by Laplace transforms have been extensively studied in the literature, with much of the focus on tail dependence limited only to cases where the Lapla…