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Article Dans Une Revue Journal of Multivariate Analysis Année : 2019

Simple models for multivariate regular variation and the Hüsler–Reiß Pareto distribution

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hal-03201604 , version 1 (19-04-2021)

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Zhen Wai Olivier Ho, Clément Dombry. Simple models for multivariate regular variation and the Hüsler–Reiß Pareto distribution. Journal of Multivariate Analysis, 2019, 173, pp.525-550. ⟨10.1016/j.jmva.2019.04.008⟩. ⟨hal-03201604⟩
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