Decomposition for multivariate extremal processes

DOI10.1080/03610929608831729zbMath0875.60010OpenAlexW2138365823MaRDI QIDQ4337154

Elisaveta Pancheva, August A. Balkema

Publication date: 11 November 1997

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610929608831729

zbMATH Keywords

weak convergencedecompositiondistribution functionextremal processmax-infinitely divisiblemultivariate extremeblottinglower curvemax-incrementmax-indecomposablesufficiently rich

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70)

Related Items (4)

Approximation of aggregate and extremal losses within the very heavy tails framework ⋮ Limit theorems for extremal processes generated by a point process with correlated time and space components ⋮ Self-similar extremal processes ⋮ Semi-self-similar extremal processes

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Functional limit theorems for extreme values of arrays of independent random variables
• Existence of probability measures with given marginals
• Weak convergence to extremal processes
• On weak convergence of extremal processes
• Stationary self-similar extremal processes
• max-infinitely divisible and max-stable sample continuous processes
• Limit theorems for unions of random closed sets
• Multivariate extremal processes generated by independent non-identically distributed random variables
• Max-infinite divisibility
• Semi-stable Markov processes. I
• On Extreme Order Statistics
• The two-dimensional Poisson process and extremal processes
• The structure of extremal processes

This page was built for publication: Decomposition for multivariate extremal processes