Conditioning on an extreme component: model consistency with regular variation on cones

DOI10.3150/10-BEJ271zbMath1284.60103arXiv0805.4373OpenAlexW3101210684MaRDI QIDQ637099

Bikramjit Das, Sidney I. Resnick

Publication date: 2 September 2011

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0805.4373

zbMATH Keywords

regular variationdomain of attractionasymptotic independenceconditional extreme value model

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70) Approximations to statistical distributions (nonasymptotic) (62E17)

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