Haijun Li, Lei Hua. Higher order tail densities of copulas and hidden regular variation. J. Multivariate Analysis, 138:143-155, 2015. [doi]
@article{LiH15-7,
title = {Higher order tail densities of copulas and hidden regular variation},
author = {Haijun Li and Lei Hua},
year = {2015},
doi = {10.1016/j.jmva.2014.12.010},
url = {http://dx.doi.org/10.1016/j.jmva.2014.12.010},
researchr = {https://researchr.org/publication/LiH15-7},
cites = {0},
citedby = {0},
journal = {J. Multivariate Analysis},
volume = {138},
pages = {143-155},
}