We show that the tail of a multivariate density can be decomposed into the tail density of the underlying copula, coupled with marginal tail transforms.

Abstract. A notion of higher order tail densities for copulas is introduced using multivariate regular variation of copula densities, and densities of ...

We show that the tail of a multivariate density can be decomposed into the tail density of the underlying copula, coupled with marginal tail transforms of the ...

A notion of higher order tail densities for copulas is introduced using multivariate regular variation of copula densities, and densities of multivariate ...

Jan 2, 2015 · A notion of higher order tail densities for copulas is introduced using multivariate regular variation of copula densities, and densities of ...

“Higher order tail densities of copulas and hidden regular variation” is a paper by Haijun Li Lei Hua published in 2015. It has an Open Access status of “bronze ...

Bibliographic details on Higher order tail densities of copulas and hidden regular variation.

We study the relations between the tail order of copulas and hidden regular variation. (HRV) on subcones generated by order statistics.

Jan 18, 2019 · and Hua, L.: Higher order tail densities of copulas and hidden regular variation. Journal of. Multivariate Analysis, 2015, 138:143–155. [21] ...

Jan 30, 2018 · We study the relations between the tail order of copulas and hidden regular variation (HRV) on subcones generated by order statistics.