Multivariate Extreme Value Theory and D-Norms
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Publication:4645310
DOI10.1007/978-3-030-03819-9zbMath1428.60002OpenAlexW2912674216MaRDI QIDQ4645310
Publication date: 10 January 2019
Published in: Springer Series in Operations Research and Financial Engineering (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-3-030-03819-9
Extreme value theory; extremal stochastic processes (60G70) Distribution theory (60E99) Research exposition (monographs, survey articles) pertaining to probability theory (60-02)
Related Items (14)
New characterizations of multivariate max-domain of attraction and \(D\)-norms ⋮ On a class of norms generated by nonnegative integrable distributions ⋮ Strong convergence of multivariate maxima ⋮ Transform MCMC schemes for sampling intractable factor copula models ⋮ Exceedance counts and GOD's order statistics ⋮ On the structure of exchangeable extreme-value copulas ⋮ Unnamed Item ⋮ Unnamed Item ⋮ Generalized Pareto copulas: a key to multivariate extremes ⋮ The min-characteristic function: characterizing distributions by their min-linear projections ⋮ Asymptotic behavior of the maximum of multivariate order statistics in a norm sense ⋮ Empirical tail copulas for functional data ⋮ Conditional tail independence in Archimedean copula models ⋮ Extremes and regular variation
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