The space of \(D\)-norms revisited

DOI10.1007/s10687-014-0204-yzbMath1310.60062arXiv1403.6016OpenAlexW2002295911MaRDI QIDQ2340039

Maximilian Zott, Michael Falk, Stefan Aulbach

Publication date: 15 April 2015

Published in: Extremes (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1403.6016

zbMATH Keywords

generatordoubly stochastic matrixDirichlet distributionmultivariate extreme value theorymax-stable distributions\(D\)-norms

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70) Distribution theory (60E99)

Related Items (4)

Hierarchical Archimax copulas ⋮ Asymptotic independence of bivariate order statistics ⋮ A framework for measuring association of random vectors via collapsed random variables ⋮ An offspring of multivariate extreme value theory: the \(\max\)-characteristic function

Cites Work

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• Approximate distributions of order statistics. With applications to nonparametric statistics
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• Max-stable models for multivariate extremes
• Laws of Small Numbers: Extremes and Rare Events
• Dirichlet and Related Distributions
• Characterizations of a multivariate extreme value distribution
• Limit theory for multivariate sample extremes
• A Mixture Model for Multivariate Extremes
• Optimal Transport

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