On idempotent \(D\)-norms

DOI10.1016/j.jmva.2015.03.010zbMath1319.60113arXiv1303.1284OpenAlexW1996783173MaRDI QIDQ2350066

Michael Falk

Publication date: 18 June 2015

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

Full work available at URL: https://arxiv.org/abs/1303.1284

zbMATH Keywords

generatormultivariate extreme value theorymax-stable distributions\(D\)-normmax-stable random vectors

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70) Distribution theory (60E99)

Related Items (4)

Representations of \(\max\)-stable processes via exponential tilting ⋮ Asymptotic independence of bivariate order statistics ⋮ An offspring of multivariate extreme value theory: the \(\max\)-characteristic function ⋮ The space of \(D\)-norms revisited

Cites Work

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• On max-stable processes and the functional \(D\)-norm
• Invariance properties of random vectors and stochastic processes based on the zonoid concept
• Convex geometry of max-stable distributions
• Approximate distributions of order statistics. With applications to nonparametric statistics
• On the association of sum- and max-stable processes
• Laws of Small Numbers: Extremes and Rare Events

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