REGULAR VARIATION FOR MEASURES ON METRIC SPACES
By Henrik Hult, Filip Lindskog. 2006
202 citations recorded by the source corpus.
Subfields: Finance, Mathematical Physics
View Paper: https://www.semanticscholar.org/paper/e87fd157a283b2137940af5bd1528d5af4906afc
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In Finance
- Bikramjit Das
- Mathieu Ribatet
- Sidney I. Resnick
- Abhimanyu Mitra
- Joyjit Roy
- Filip Lindskog
- Clément Dombry
- A. C. Davison
In Mathematical Physics
- Filip Lindskog
- Mathieu Ribatet
- Clément Dombry
- Joyjit Roy
- Bikramjit Das
- Sidney I. Resnick
- Paul Embrechts
- Alexandra Dias
Citations in the corpus
- Living on the Multidimensional Edge: Seeking Hidden Risks Using Regular Variation (2011, background): “We follow the ideas of Hult and Lindskog [10], who removed only a fixed point from a closed set, whereas we remove a closed cone.”
- Functional regular variations, Pareto processes and peaks over threshold (2015, background): “Connections with functional regular variations are well known, see e.g. Hult and Lindskog [13, 14] or Davis and Mikosch [6].”
- Regularly Varying Measures on Metric Spaces: Hidden Regular Variation and Hidden Jumps (2013, background): “A similar result when only a point is removed from the space can be found in [4, 24].”