Max-infinite divisibility
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(48)- It was 30 years ago today when Laurens de Haan went the multivariate way
- Limit laws for upper and lower extremes from stationary mixing sequences
- Point processes and multivariate extreme values
- Random capacities and their distributions
- Supremum self-decomposable random vectors
- Selfdecomposable distributions for maxima of independent random vectors
- Limit properties for multivariate extreme values in sequences of independent, non-identically distributed random vectors
- max-infinitely divisible and max-stable sample continuous processes
- Arithmetics of aging distributions: Maximum
- Strong convergence of multivariate point processes of exceedances
- Maxima of bivariate random vectors: Between independence and complete dependence
- Semi-self-similar extremal processes
- Domination of sample maxima and related extremal dependence measures
- Multivariate order statistics: the intermediate case
- The class of multivariate max-id copulas with \(\ell_{1}\)-norm symmetric exponent measure
- Extreme value theory for multivariate stationary sequences
- Generalized Pareto copulas: a key to multivariate extremes
- A horse race between the block maxima method and the peak-over-threshold approach
- Extremes and regular variation
- Limit theorems for classical, freely and Boolean max-infinitely divisible distributions
- Ergodic properties of max-infinitely divisible processes
- On second order conditions in the multivariate block maxima and peak over threshold method
- Bi-free extreme values
- The spectrogram: a threshold-based inferential tool for extremes of stochastic processes
- Maxima of independent, non-identically distributed Gaussian vectors
- Extreme behavior of multivariate phase-type distributions
- Extremal stochastic integrals: a parallel between max-stable processes and \(\alpha\)-stable processes
- Existence of multivariate max-universal laws
- Likelihood estimators for multivariate extremes
- Multiple block sizes and overlapping blocks for multivariate time series extremes
- Exchangeable min-id sequences: characterization, exponent measures and non-decreasing id-processes
- Conditional sampling for spectrally discrete max-stable random fields
- On the structure and representations of max-stable processes
- On Max-Multiscaling Distributions as Extended Max-Semistable Ones
- Extreme dependence models based on event magnitude
- Limit theory for multivariate sample extremes
- Decomposition for multivariate extremal processes
- Min-infinite divisibility of the bivariate Marshall–Olkin copulas
- A natural parametrization of multivariate distributions with limited memory
- A hierarchical max-infinitely divisible spatial model for extreme precipitation
- Stochastic integral representations and classification of sum- and max-infinitely divisible processes
- Monotonicity properties of multivariate distribution and survival functions -- with an application to Lévy-frailty copulas
- Nonparametric simulation of multivariate extreme events via spectral bootstrap
- Graphical models for infinite measures with applications to extremes
- High-Dimensional Variable Clustering based on Maxima of a Weakly Dependent Random Process
- New characterizations of multivariate max-domain of attraction and \(D\)-norms
- A generalization and extension of an autoregressive model
- On the ergodicity and mixing of max-stable processes
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