Limit properties for multivariate extreme values in sequences of independent, non-identically distributed random vectors

DOI10.1016/0304-4149(89)90105-1zbMath0676.62019OpenAlexW2062024114MaRDI QIDQ1122892

Juerg Hüsler

Publication date: 1989

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(89)90105-1

zbMATH Keywords

independencemultivariate extremesassociationlimit lawsdependence structurecomponentwise maxima of independent random vectorslimit of extreme valuesmax-infinite divisiblenon i.i.d. random vectorspositive lower orthant dependenceuniform negligibility condition

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

Related Items (4)

Exchangeable min-id sequences: characterization, exponent measures and non-decreasing id-processes ⋮ Multivariate extreme values in stationary random sequences ⋮ Extremes of weighted Dirichlet arrays ⋮ Extreme values in FGM random sequences

Cites Work

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• Extremes and related properties of random sequences and processes
• Supremum self-decomposable random vectors
• An invariance principle for certain dependent sequences
• Domains of attraction of multivariate extreme value distributions
• The asymptotic behavior of the minimum in a sequence of random variables
• Max-infinite divisibility
• Limit theory for multivariate sample extremes
• Association of Random Variables, with Applications

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