On domains of attraction of multivariate extreme value distributions under absolute continuity

DOI10.1006/jmva.1997.1706zbMath0897.60053OpenAlexW1992810981MaRDI QIDQ1375111

Seokhoon Yun

Publication date: 6 January 1998

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1006/jmva.1997.1706

zbMATH Keywords

domains of attractionmultivariate extreme value distributions

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Extreme value theory; extremal stochastic processes (60G70) Characterization and structure theory of statistical distributions (62E10)

Related Items (2)

The maximum domain of attraction of multivariate extreme value distributions is small ⋮ Bivariate distributions with given extreme value attractor

Cites Work

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• Derivatives of regularly varying functions in \(R^d\) and domains of attraction of stable distributions
• Families of min-stable multivariate exponential and multivariate extreme value distributions
• Domains of attraction of multivariate extreme value distributions
• Convergence to bivariate limiting extreme value distributions
• Sur la distribution limite du terme maximum d'une série aléatoire
• Limit theory for multivariate sample extremes

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