Strong convergence of multivariate maxima

DOI10.1017/jpr.2019.100zbMath1462.60068arXiv1903.10596OpenAlexW3104772296MaRDI QIDQ5109504

Stefano Rizzelli, Michael Falk, Simone A. Padoan

Publication date: 12 May 2020

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

Full work available at URL: https://arxiv.org/abs/1903.10596

zbMATH Keywords

copulatotal variationstrong convergencedomain of attractionmaxima\(D\)-normmultivariate max-stable distributiongeneralised Pareto copula

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Extreme value theory; extremal stochastic processes (60G70) Strong limit theorems (60F15)

Related Items (2)

Consistency of Bayesian inference for multivariate max-stable distributions ⋮ Frequentist validity of Bayesian limits

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