Export 3 results:
Filters: Keyword is Asymptotic independence [Clear All Filters]
, 2014. The effect of aggregation on extremes from asymptotically independent light-tailed risks. EXTREMES, 17, pp.615-631.
, 2014. Geometric interpretation of the residual dependence coefficient. JOURNAL OF MULTIVARIATE ANALYSIS, 123, pp.85-95.
, 2010. ASYMPTOTIC INDEPENDENCE FOR UNIMODAL DENSITIES. ADVANCES IN APPLIED PROBABILITY, 42, pp.411-432.