Rates of convergence in multivariate extreme value theory
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Publication:1176291
DOI10.1016/0047-259X(91)90030-6zbMath0735.60053OpenAlexW2043770499MaRDI QIDQ1176291
Publication date: 25 June 1992
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0047-259x(91)90030-6
Inequalities; stochastic orderings (60E15) Central limit and other weak theorems (60F05) Extreme value theory; extremal stochastic processes (60G70)
Related Items (9)
Approximate moments of extremes ⋮ Strong convergence of multivariate point processes of exceedances ⋮ Asymptotic expansions for the maximum of random number of random variables ⋮ Approximation rates for multivariate exceedances ⋮ Rate-of-convergence in the multivariate max-stable limit theorem ⋮ Rates of convergence for bivariate extremes ⋮ Extreme dependence models based on event magnitude ⋮ On Pickands coordinates in arbitrary dimensions ⋮ A characterization of the rate of convergence in bivariate extreme value models
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- Foreword
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