Limit properties for multivariate extreme values in sequences of independent, non-identically distributed random vectors
DOI10.1016/0304-4149(89)90105-1zbMath0676.62019OpenAlexW2062024114MaRDI QIDQ1122892
Publication date: 1989
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0304-4149(89)90105-1
independencemultivariate extremesassociationlimit lawsdependence structurecomponentwise maxima of independent random vectorslimit of extreme valuesmax-infinite divisiblenon i.i.d. random vectorspositive lower orthant dependenceuniform negligibility condition
Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05) Characterization and structure theory for multivariate probability distributions; copulas (62H05)
Related Items (4)
Cites Work
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- Extremes and related properties of random sequences and processes
- Supremum self-decomposable random vectors
- An invariance principle for certain dependent sequences
- Domains of attraction of multivariate extreme value distributions
- The asymptotic behavior of the minimum in a sequence of random variables
- Max-infinite divisibility
- Limit theory for multivariate sample extremes
- Association of Random Variables, with Applications
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