Asymptotically (in)dependent multivariate maxima of moving maxima process

DOI10.1007/s10687-007-0035-1zbMath1150.60030OpenAlexW2056783205MaRDI QIDQ928492

Zhengjun Zhang, Jonathan A. Tawn, Janet E. Heffernan

Publication date: 18 June 2008

Published in: Extremes (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10687-007-0035-1

zbMATH Keywords

asymptotic independenceextremal indexgeneralized extreme value distribution

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Extreme value theory; extremal stochastic processes (60G70)

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