Multivariate records and hitting scenarios

DOI10.1007/s10687-018-0310-3zbMath1396.60057OpenAlexW2794369104MaRDI QIDQ726129

Clément Dombry, Maximilian Zott

Publication date: 3 August 2018

Published in: Extremes (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10687-018-0310-3

zbMATH Keywords

multivariate extreme value distributionmax-domain of attractionmultivariate recordshitting scenario

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70)

Related Items (8)

Domination of sample maxima and related extremal dependence measures ⋮ Representations of \(\max\)-stable processes via exponential tilting ⋮ Asymptotic domination of sample maxima ⋮ Records and Increases of Multivariate Extremes of Random Particle Scores in Supercritical Branching Processes with Max-Linear Heredity ⋮ On power series related to multivariate records ⋮ Multivariate records of particle scores in supercritical branching processes with continuous time ⋮ Exchangeable random partitions from max-infinitely-divisible distributions ⋮ The min-characteristic function: characterizing distributions by their min-linear projections

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