Meta densities and the shape of their sample clouds

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Author
Balkema, August A.
Embrechts, Paul
Nolde, Natalia
Date
2010
Type
    Journal Article
Publication status
published
External links
Journal / series
Journal of Multivariate Analysis
Volume
101(7)
Pages / Article No.
1738 - 1754
Publisher
Elsevier
Subject
Meta distribution; Sample clouds; Level sets; Limit shape; Multivariate extremes; Regular variation
Organisational unit
03288 - Embrechts, Paul (emeritus) / Embrechts, Paul (emeritus)  
Notes
Received 4 August 2009, Available online 4 March 2010.
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