Point process convergence for symmetric functions of high-dimensional random vectors
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Publication:6536819
DOI10.1007/s10687-023-00482-wMaRDI QIDQ6536819
Carolin Kleemann, Johannes Heiny
Publication date: 14 May 2024
Published in: Extremes (Search for Journal in Brave)
U-statisticsPoisson processextreme value theoryGumbel distributionhigh-dimensional datapoint process convergence
Extreme value theory; extremal stochastic processes (60G70) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Limit theorems for vector-valued random variables (infinite-dimensional case) (60B12)
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