Zhen-Wai Olivier Ho, Clément Dombry. Simple models for multivariate regular variation and the Hüsler-Reiß Pareto distribution. J. Multivariate Analysis, 173:525-550, 2019. [doi]
@article{HoD19,
title = {Simple models for multivariate regular variation and the Hüsler-Reiß Pareto distribution},
author = {Zhen-Wai Olivier Ho and Clément Dombry},
year = {2019},
doi = {10.1016/j.jmva.2019.04.008},
url = {https://doi.org/10.1016/j.jmva.2019.04.008},
researchr = {https://researchr.org/publication/HoD19},
cites = {0},
citedby = {0},
journal = {J. Multivariate Analysis},
volume = {173},
pages = {525-550},
}