Li, Haijun; Hua, Lei Higher order tail densities of copulas and hidden regular variation. (English) Zbl 1321.62015 J. Multivariate Anal. 138, 143-155 (2015). MSC: 62H20 62E20 62G32 × Cite Format Result Cite Review PDF Full Text: DOI
Hua, Lei; Joe, Harry; Li, Haijun Relations between hidden regular variation and the tail order of copulas. (English) Zbl 1294.62131 J. Appl. Probab. 51, No. 1, 37-57 (2014). MSC: 62H20 × Cite Format Result Cite Review PDF Full Text: DOI Euclid