Strong convergence of multivariate point processes of exceedances

DOI10.1007/BF00773345MaRDI QIDQ1335343zbMATH OpenFDO

Authors Edgar Kaufmann, Rolf-Dieter Reiss

Publication date 4 October 1994

Published in Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF00773345

zbMATH Keywords

exceedances of random thresholdsmultivariate point processesPoisson processstrong convergence of multivariate maximatriangular scheme of random vectorsupper boundsvariational distance

Mathematics Subject Classification ID

Strong limit theorems (60F15) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

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Cites work

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• Max-infinite divisibility
• max-infinitely divisible and max-stable sample continuous processes
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Cited in

(12)

• Estimating the index of a stable law via the pot-method
• Multilevel clustering of extremes.
• Efficient estimators and LAN in canonical bivariate POT models.
• A characterization of the rate of convergence in bivariate extreme value models
• Approximation rates for multivariate exceedances
• Peaks-over-threshold stability of multivariate generalized Pareto distributions
• scientific article; zbMATH DE number 710904 (Why is no real title available?)
• Strong convergence of multivariate maxima
• Estimation of canonical dependence parameters in a class of bivariate peaks-over-threshold models
• Testing for a multivariate generalized Pareto distribution
• Point process convergence for symmetric functions of high-dimensional random vectors
• On multivariate extremal processes

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