The possibility of existence of extremal indices exceeding one

DOI10.3103/S0027132222010041OpenAlexW4283011362MaRDI QIDQ2674653

Yanyan Li

Publication date: 14 September 2022

Published in: Moscow University Mathematics Bulletin (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3103/s0027132222010041

zbMATH Keywords

copulaheavy tailsstable distributionsextremal indexmaximascheme of series

Mathematics Subject Classification ID

Mathematical economics (91Bxx) Stochastic processes (60Gxx) Nonparametric inference (62Gxx)

Cites Work

• An introduction to copulas.
• Extremes and related properties of random sequences and processes
• On extremal indices greater than one for a scheme of series
• Maxima and sums of non-stationary random length sequences
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