Domains of attraction of multivariate extreme value distributions
From MaRDI portal
Publication:1837979
DOI10.1214/aop/1176993666zbMath0508.60022OpenAlexW2019869939MaRDI QIDQ1837979
Ingram Olkin, Albert W. Marshall
Publication date: 1983
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aop/1176993666
Central limit and other weak theorems (60F05) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Order statistics; empirical distribution functions (62G30)
Related Items
The multivariate extremal index and the dependence structure of a multivariate extreme value distribution, Asymptotic results for the sum of dependent non-identically distributed random variables, Bivariate CDF iterations and asymptotic independence, Some properties of multivariate extreme value distributions and multivariate tail equivalence, Extreme behavior of multivariate phase-type distributions, Asymptotic properties of bivariate random extremes, Testing for change in mean for associated random variables, On domains of attraction of multivariate extreme value distributions under absolute continuity, Limit properties for multivariate extreme values in sequences of independent, non-identically distributed random vectors, Multivariate regular variation on cones: application to extreme values, hidden regular variation and conditioned limit laws, The maximum domain of attraction of multivariate extreme value distributions is small, General max-stable laws, Total positivity in multivariate extremes, On stochastic inequalities and dependence orderings, On the trivariate extreme value distributions, A characterization of Gumbel's family of extreme value distributions, Multivariate extreme values in stationary random sequences, Hutchinson -- Lai's conjecture for bivariate extreme value copulas., Structural equation modeling of multivariate gamma density, Bivariate distributions with given extreme value attractor, Rates of convergence in multivariate extreme value theory, On min-stable horse races with infinitely many horses, Multivariate generalized Pareto distributions: parametrizations, representations, and properties, Multivariate peaks over thresholds models, A conditional extreme value volatility estimator based on high-frequency returns, Dependence properties of multivariate max-stable distributions, Measuring the extremal dependence, Bivariate Tail Dependence and the Generation of Multivariate Extreme Value Distributions, On the generation of a multivariate extreme value distribution with prescribed tail dependence parameter matrix, Asymptotic properties of multivariate order statistics with random index, Extremal dependence concepts, Extreme behavior of bivariate elliptical distributions, Bi-free extreme values, A Karhunen-Loève decomposition of a Gaussian process generated by independent pairs of exponential random variables, Extremal properties of M4 processes, Impact of correlation crises in risk theory: Asymptotics of finite-time ruin probabilities for heavy-tailed claim amounts when some independence and stationarity assumptions are relaxed, Families of min-stable multivariate exponential and multivariate extreme value distributions, Functionals of clusters of extremes, Multivariate semi-Weibull distributions, Positive dependence orderings, The extremal index of a higher-order stationary Markov chain, Toward a Copula Theory for Multivariate Regular Variation, Relations between the spectral measures and dependence of MEV distributions, Multivariate extreme value distributions and coverage of ranking probabilities, Moving-maximum models for extrema of time series, On the dependence function of Sibuya in multivariate extreme value theory, Asymptotic independence and perfect dependence of vector components of multivariate extreme statistics
