Asymptotic independence for unimodal densities

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Author
Balkema, Guus
Nolde, Natalia
Date
2010
Type
  • Journal Article
Publication status
published
External links
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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  
Notes
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Citations
Cited 4 times in Web of Science
ETH Bibliography
yes
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