Large Deviation Principles for Sequences of Maxima and Minima
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Publication:5419351
DOI10.1080/03610926.2012.668606zbMath1294.60048OpenAlexW2050191802MaRDI QIDQ5419351
Publication date: 6 June 2014
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610926.2012.668606
large deviationsasymptotic independenceregularly varying functionsjoint distribution of minima and maximatail of a distribution function
Characterization and structure theory for multivariate probability distributions; copulas (62H05) Order statistics; empirical distribution functions (62G30) Extreme value theory; extremal stochastic processes (60G70) Large deviations (60F10)
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