Exceedance counts and GOD's order statistics
DOI10.1007/S13171-023-00307-9OpenAlexW4322621700MaRDI QIDQ6167555
Publication date: 7 August 2023
Published in: Sankhyā. Series A (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s13171-023-00307-9
generalized Pareto distributionsmultivariate extreme value theoryfragility index\(D\)-normgenerator of \(D\)-normmultivariate exceedancemultivariate max-domain of attractiongeneralized Pareto copulaordered \(D\)-norms
Characterization and structure theory for multivariate probability distributions; copulas (62H05) Extreme value theory; extremal stochastic processes (60G70) Statistics of extreme values; tail inference (62G32)
Cites Work
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- New characterizations of multivariate max-domain of attraction and \(D\)-norms
- Multivariate Archimedean copulas, \(d\)-monotone functions and \(\ell _{1}\)-norm symmetric distributions
- Approximate distributions of order statistics. With applications to nonparametric statistics
- Asymptotic conditional distribution of exceedance counts: fragility index with different margins
- Asymptotic Conditional Distribution of Exceedance Counts
- Multivariate Extreme Value Theory and D-Norms
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