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Stochastics
An International Journal of Probability and Stochastic Processes
Volume 80, 2008 - Issue 2-3: A Festschrift for Priscilla Greenwood
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Original Articles

Multivariate regular variation on cones: application to extreme values, hidden regular variation and conditioned limit laws

Sidney I. Resnick School of Operations Research and Information Engineering, Cornell University, Ithaca, NY, 14853, USACorrespondence[email protected]
Pages 269-298 | Received 01 Oct 2007, Accepted 27 Nov 2007, Published online: 10 Oct 2008

Citations (20)

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Abhimanyu Mitra & SidneyI. Resnick. (2011) Hidden Regular Variation and Detection of Hidden Risks. Stochastic Models 27:4, pages 591-614.
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Articles from other publishers (19)

Victoria Knopova & Zbigniew Palmowski. (2022) Subexponential potential asymptotics with applications. Advances in Applied Probability 54:3, pages 783-807.
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Арсен Любомирович Якымив & Arsen Lubomirovich Yakymiv. (2018) О распределении типа кратного степенного ряда, правильно меняющегосяв граничной точкеRegularly Varying Multiple Power Series and it's Distributions. Дискретная математика Diskretnaya Matematika 30:3, pages 141-158.
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Bikramjit Das & Sidney I. Resnick. (2017) Hidden regular variation under full and strong asymptotic dependence. Extremes 20:4, pages 873-904.
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Ilya MolchanovIlya Molchanov. 2017. Theory of Random Sets. Theory of Random Sets 451 552 .
Ilya MolchanovIlya Molchanov. 2017. Theory of Random Sets. Theory of Random Sets 379 449 .
Ilya MolchanovIlya Molchanov. 2017. Theory of Random Sets. Theory of Random Sets 317 378 .
Ilya MolchanovIlya Molchanov. 2017. Theory of Random Sets. Theory of Random Sets 225 316 .
Ilya MolchanovIlya Molchanov. 2017. Theory of Random Sets. Theory of Random Sets 1 223 .
Anja Janssen & Holger Drees. (2016) A stochastic volatility model with flexible extremal dependence structure. Bernoulli 22:3.
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Emilie Chautru. (2015) Dimension reduction in multivariate extreme value analysis. Electronic Journal of Statistics 9:1.
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Sidney I. Resnick & David Zeber. (2014) Transition kernels and the conditional extreme value model. Extremes 17:2, pages 263-287.
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Filip Lindskog, Sidney I. Resnick & Joyjit Roy. (2014) Regularly varying measures on metric spaces: Hidden regular variation and hidden jumps. Probability Surveys 11:none.
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Rafał Kulik & Philippe Soulier. (2012) Estimation of limiting conditional distributions for the heavy tailed long memory stochastic volatility process. Extremes 16:2, pages 203-239.
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Yizao Wang. (2011) On the regular variation of ratios of jointly Fréchet random variables. Extremes 15:2, pages 175-196.
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Jun Jiang & Qihe Tang. (2011) The product of two dependent random variables with regularly varying or rapidly varying tails. Statistics & Probability Letters 81:8, pages 957-961.
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Bikramjit Das & Sidney I. Resnick. (2011) Conditioning on an extreme component: Model consistency with regular variation on cones. Bernoulli 17:1.
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N.H. Bingham & A.J. Ostaszewski. (2010) Topological regular variation: I. Slow variation. Topology and its Applications 157:13, pages 1999-2013.
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Enkelejd Hashorva. (2009) Conditional limits of scale mixture distributions. Journal of Statistical Planning and Inference 139:10, pages 3501-3511.
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N.H. Bingham & A.J. Ostaszewski. (2009) The Index Theorem of topological regular variation and its applications. Journal of Mathematical Analysis and Applications 358:2, pages 238-248.
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