Random usc functions, max-stable processes and continuous choice
From MaRDI portal
Publication:808108
DOI10.1214/aoap/1177005937zbMath0731.60079OpenAlexW2009607067MaRDI QIDQ808108
Publication date: 1991
Published in: The Annals of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aoap/1177005937
Related Items (20)
On convergence toward an extreme value distribution in \(C[0,1\)] ⋮ Matching in closed-form: equilibrium, identification, and comparative statics ⋮ Probabilistic Choice with an Infinite Set of Options: An Approach Based on Random Sup Measures ⋮ Extremal shot noises, heavy tails and max-stable random fields ⋮ Strong mixing properties of max-infinitely divisible random fields ⋮ Representation of maxitive measures: An overview ⋮ On min-stable horse races with infinitely many horses ⋮ Extremal stochastic integrals: a parallel between max-stable processes and \(\alpha\)-stable processes ⋮ On the ergodicity and mixing of max-stable processes ⋮ Conditional sampling for spectrally discrete max-stable random fields ⋮ Statistical Inference for Max-Stable Processes by Conditioning on Extreme Events ⋮ Marginal standardization of upper semicontinuous processes. With application to max-stable processes ⋮ On the structure and representations of max-stable processes ⋮ It was 30 years ago today when Laurens de Haan went the multivariate way ⋮ Max-stable random sup-measures with comonotonic tail dependence ⋮ The Research of Wim Vervaat ⋮ Identifying Preferences for Conditional Cooperation Using Individual Beliefs ⋮ A comparative tour through the simulation algorithms for max-stable processes ⋮ Probabilities of Concurrent Extremes ⋮ Max-stable processes and the functional \(D\)-norm revisited
This page was built for publication: Random usc functions, max-stable processes and continuous choice
