Asymptotic independence and perfect dependence of vector components of multivariate extreme statistics

DOI10.1016/0167-7152(94)90063-9zbMath0793.62029OpenAlexW2084689700MaRDI QIDQ1324584

Rinya Takahashi

Publication date: 3 August 1994

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(94)90063-9

zbMATH Keywords

necessary and sufficient conditionsasymptotic independencemultivariate tail equivalenceperfect dependencevector components of multivariate extreme statistics

Mathematics Subject Classification ID

Multivariate analysis (62H99) Asymptotic distribution theory in statistics (62E20) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

Related Items

Extremes of asymptotically spherical and elliptical random vectors ⋮ Convex geometry of max-stable distributions ⋮ Multivariate semi-Weibull distributions

Cites Work

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• Bivariate extreme statistics. I
• Some properties of multivariate extreme value distributions and multivariate tail equivalence
• Domains of attraction of multivariate extreme value distributions
• Convergence to bivariate limiting extreme value distributions
• Characterizations of a multivariate extreme value distribution
• Asymptotic Independence of Vector Components of Multivariate Extreme Order Statistics