Pages that link to "Item:Q1099543"

The following pages link to Some properties of multivariate extreme value distributions and multivariate tail equivalence (Q1099543):

Displaying 8 items.

• New characterizations of multivariate max-domain of attraction and \(D\)-norms (Q826005) (← links)
• Multivariate extreme values in stationary random sequences (Q916246) (← links)
• Orthant tail dependence of multivariate extreme value distributions (Q958921) (← links)
• Asymptotic independence and perfect dependence of vector components of multivariate extreme statistics (Q1324584) (← links)
• On the trivariate extreme value distributions (Q1416469) (← links)
• Stable tail dependence functions -- some basic properties (Q2172583) (← links)
• A representation of bivariate extreme value distributions via norms on \(\mathbb{R}^2\) (Q2463698) (← links)
• Multivariate tail equivalence of distributions in extreme value theory (Q3989329) (← links)