Characterizations of a multivariate extreme value distribution

DOI10.2307/1427279zbMath0638.62048OpenAlexW2070398992MaRDI QIDQ3779591

Rinya Takahashi

Publication date: 1988

Published in: Advances in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/1427279

zbMATH Keywords

characterizationsdependence functionnecessary and sufficient conditionsmultivariate extreme value distributionsunivariate marginals

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Probability distributions: general theory (60E05)

Related Items (12)

The multivariate extremal index and the dependence structure of a multivariate extreme value distribution ⋮ New characterizations of multivariate max-domain of attraction and \(D\)-norms ⋮ Stable tail dependence functions -- some basic properties ⋮ Asymptotic conditional distribution of exceedance counts: fragility index with different margins ⋮ On max-stable processes and the functional \(D\)-norm ⋮ Dependence between two multivariate extremes ⋮ Multivariate extreme values in stationary random sequences ⋮ Testing for a \(\delta \)-neighborhood of a generalized Pareto copula ⋮ Measuring the extremal dependence ⋮ The space of \(D\)-norms revisited ⋮ Multivariate extreme values in \(T\)-periodic random sequences under mild oscillation restrictions ⋮ Asymptotic independence and perfect dependence of vector components of multivariate extreme statistics

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