Conical extremes of a multivariate sample

DOI10.6028/jres.099.049zbMath0876.62052OpenAlexW2319471682MaRDI QIDQ4355363

Alexander V. Gnedin

Publication date: 17 September 1997

Published in: Journal of Research of the National Institute of Standards and Technology (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.6028/jres.099.049

zbMATH Keywords

multivariate extremesregular variationconical extremes

Mathematics Subject Classification ID

Multivariate analysis (62H99) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Extreme value theory; extremal stochastic processes (60G70)

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