New characterizations of multivariate max-domain of attraction and \(D\)-norms
DOI10.1007/s10687-021-00416-4zbMath1493.60086OpenAlexW3159969882MaRDI QIDQ826005
Publication date: 18 December 2021
Published in: Extremes (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10687-021-00416-4
multivariate extreme value theory\(D\)-normco-extremality coefficientexchangeable \(D\)-normsextremal exchangeable \(D\)-normsgenerator of \(D\)-normmultivariate exceedancemultivariate max-domain of attraction
Characterization and structure theory for multivariate probability distributions; copulas (62H05) Extreme value theory; extremal stochastic processes (60G70) Statistics of extreme values; tail inference (62G32)
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Cites Work
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