On multivariate extremal processes

DOI10.1006/jmva.1993.1057zbMath0786.60070OpenAlexW1973168314MaRDI QIDQ689342

Alexander V. Gnedin

Publication date: 6 December 1993

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1006/jmva.1993.1057

zbMATH Keywords

ranksPoisson processrecordsexchangeablerecord timestriangular array

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70)

Related Items (9)

On asymptotics of multivariate integrals with applications to records ⋮ Domination of sample maxima and related extremal dependence measures ⋮ Extremes of asymptotically spherical and elliptical random vectors ⋮ Asymptotic independence for unimodal densities ⋮ Multivariate records and hitting scenarios ⋮ Records from a multivariate normal sample ⋮ On functional records and champions ⋮ Probabilities of Concurrent Extremes ⋮ Multiple maxima in multivariate samples

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