Asymptotic independence for unimodal densities

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Author
Balkema, Guus
Nolde, Natalia
Date
2010
Type
    Journal Article
Publication status
published
External links
Journal / series
Advances in Applied Probability
Volume
42(2)
Pages / Article No.
411 - 432
Publisher
Applied Probability Trust
Subject
Asymptotic independence; blunt; homothetic density; level set; skew normal; star shaped
Organisational unit
03288 - Embrechts, Paul (emeritus) / Embrechts, Paul (emeritus)  
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