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Asymptotic independence and support detection techniques for heavy-tailed multivariate data

Year of publication

2020

Authors

Lehtomaa, Jaakko; Resnick, Sidney

Organizations and authors

University of Helsinki

Lehtomaa Jaakko

Publication type

Publication format

Article

Parent publication type

Journal

Article type

Original article

Audience

Scientific

Peer-reviewed

Peer-Reviewed

MINEDU's publication type classification code

A1 Journal article (refereed), original research

Publication channel information

Journal/Series

Insurance: Mathematics and Economics

Parent publication name

Insurance: Mathematics and Economics

Volume

93

Pages

262-277

ISSN

0167-6687

​Publication forum

57929

​Publication forum level

1

Open access

Open access in the publisher’s service

No

Self-archived

Yes

License of the self-archived publication

CC BY NC ND

Other information

Fields of science

Mathematics; Business and management

Keywords

[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object]

Publication country

Netherlands

Internationality of the publisher

International

Language

English

International co-publication

Yes

Co-publication with a company

No

DOI

10.1016/j.insmatheco.2020.05.002

The publication is included in the Ministry of Education and Culture’s Publication data collection

Yes