Characterizations of a multivariate extreme value distribution

DOI10.2307/1427279MaRDI QIDQ3779591zbMATH OpenOpenAlexFDO

Authors Rinya Takahashi

Publication date 1988

Published in Advances in Applied Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/1427279

zbMATH Keywords

characterizationsdependence functionmultivariate extreme value distributionsnecessary and sufficient conditionsunivariate marginals

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

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(26)

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• Multivariate extreme values in \(T\)-periodic random sequences under mild oscillation restrictions
• Asymptotic independence and perfect dependence of vector components of multivariate extreme statistics
• Inequalities for the extremal coefficients of multivariate extreme value distributions
• Characterization of maximum probability points in the multivariate hypergeometric distribution
• Asymptotic conditional distribution of exceedance counts: fragility index with different margins
• Testing for a \(\delta \)-neighborhood of a generalized Pareto copula
• Stable tail dependence functions -- some basic properties
• The space of \(D\)-norms revisited
• A representation of bivariate extreme value distributions via norms on \(\mathbb{R}^2\)
• Measuring the extremal dependence
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• A construction principle for multivariate extreme value distributions
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• On max-stable processes and the functional D-norm
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• A Conditional Approach for Multivariate Extreme Values (with Discussion)
• Multivariate extreme value analysis and its relevance in a metallographical application
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• Dependence between two multivariate extremes
• A choice probability characterization of generalized extreme value models
• The multivariate extremal index and the dependence structure of a multivariate extreme value distribution
• New characterizations of multivariate max-domain of attraction and \(D\)-norms
• Multivariate extreme values in stationary random sequences
• Orthant tail dependence of multivariate extreme value distributions

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