Conditioning on an extreme component: Model consistency with regular variation on cones

Published 2011 View Full Article

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Title
Conditioning on an extreme component: Model consistency with regular variation on cones
Authors
Keywords
-
Journal
BERNOULLI
Volume 17, Issue 1, Pages 226-252
Publisher
Bernoulli Society for Mathematical Statistics and Probability
Online
2011-02-08
DOI
10.3150/10-bej271

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