The maximum domain of attraction of multivariate extreme value distributions is small
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Publication:2679648
DOI10.1214/22-ECP501MaRDI QIDQ2679648
Paolo Leonetti, Amir Khorrami Chokami
Publication date: 23 January 2023
Published in: Electronic Communications in Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2203.15761
Extreme value theory; extremal stochastic processes (60G70) Probability distributions: general theory (60E05) Convergence of probability measures (60B10)
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Cites Work
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