Some properties of multivariate extreme value distributions and multivariate tail equivalence

DOI10.1007/BF02491496zbMath0638.62049MaRDI QIDQ1099543

Rinya Takahashi

Publication date: 1987

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

zbMATH Keywords

tail equivalencemultivariate extreme value distributionsmultivariate extreme order statistics

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

Related Items (5)

New characterizations of multivariate max-domain of attraction and \(D\)-norms ⋮ Stable tail dependence functions -- some basic properties ⋮ On the trivariate extreme value distributions ⋮ Multivariate extreme values in stationary random sequences ⋮ Asymptotic independence and perfect dependence of vector components of multivariate extreme statistics

Cites Work

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• Domains of attraction of multivariate extreme value distributions
• Products of distribution functions attracted to extreme value laws

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