Linking representations for multivariate extremes via a limit set
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Publication:5055325
DOI10.1017/apr.2021.51OpenAlexW3193423675MaRDI QIDQ5055325
Natalia Nolde, Jennifer L. Wadsworth
Publication date: 13 December 2022
Published in: Advances in Applied Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2012.00990
limit sethidden regular variationmultivariate extreme value theoryconditional extremesasymptotic (in)dependence
Extreme value theory; extremal stochastic processes (60G70) Statistics of extreme values; tail inference (62G32)
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