Chengguo Weng

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AMS subject classifications: 62E10 60E99 Keywords: Multivariate regular variation Copula Tail dependence function Multivariate subexponential distribution Multivariate long-tailed distribution a b s t r a c t The multivariate regular variation (MRV) is one of the most important tools in modeling multivariate heavy-tailed phenomena. This paper characterizes(More)
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