Meta densities and the shape of their sample clouds

DOI10.1016/j.jmva.2010.02.010zbMath1198.60012OpenAlexW1971096290MaRDI QIDQ972901

Natalia Nolde, August A. Balkema, Paul Embrechts

Publication date: 21 May 2010

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

Full work available at URL: https://doi.org/10.1016/j.jmva.2010.02.010

zbMATH Keywords

multivariate extremesregular variationlevel setslimit shapesample cloudsmeta distribution

Mathematics Subject Classification ID

Geometric probability and stochastic geometry (60D05) Extreme value theory; extremal stochastic processes (60G70) Probability distributions: general theory (60E05)

Related Items

Limit theorems for Betti numbers of extreme sample clouds with application to persistence barcodes ⋮ Linking representations for multivariate extremes via a limit set ⋮ Convergence of persistence diagrams for topological crackle ⋮ Modelling with star-shaped distributions ⋮ Geometric interpretation of the residual dependence coefficient ⋮ Sensitivity of the limit shape of sample clouds from meta densities ⋮ A Conversation With Paul Embrechts ⋮ Simulation of polyhedral convex contoured distributions ⋮ Geometric disintegration and star-shaped distributions ⋮ Asymptotic independence for unimodal densities ⋮ Topological crackle of heavy-tailed moving average processes ⋮ A geometric investigation into the tail dependence of vine copulas ⋮ High-dimensional star-shaped distributions ⋮ On \((p_{1},\dots,p_{k})\)-spherical distributions ⋮ Samples with a limit shape, multivariate extremes, and risk

Uses Software

• QRM

Cites Work

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