On domains of attraction of multivariate extreme value distributions under absolute continuity

DOI10.1006/JMVA.1997.1706MaRDI QIDQ1375111zbMATH OpenOpenAlexFDO

Authors Seokhoon Yun

Publication date 6 January 1998

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1006/jmva.1997.1706

zbMATH Keywords

domains of attractionmultivariate extreme value distributions

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Characterization and structure theory of statistical distributions (62E10)

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Cites work

• scientific article; zbMATH DE number 4030574 (Why is no real title available?)
• scientific article; zbMATH DE number 193528 (Why is no real title available?)
• scientific article; zbMATH DE number 3393603 (Why is no real title available?)
• Convergence to bivariate limiting extreme value distributions
• Derivatives of regularly varying functions in \(R^d\) and domains of attraction of stable distributions
• Domains of attraction and regular variation in \({\mathbb{R}}^ d\)
• Domains of attraction of multivariate extreme value distributions
• Extremes and related properties of random sequences and processes
• Families of min-stable multivariate exponential and multivariate extreme value distributions
• Integrals and derivatives of regularly varying functions in R^ n and domains of attraction of stable distributions. II
• Limit theory for multivariate sample extremes
• On regular variation of probability densities
• Sur la distribution limite du terme maximum d'une série aléatoire

Cited in

(13)

• New characterizations of multivariate max-domain of attraction and \(D\)-norms
• Domain of Multivariate Attraction via Angular Decomposition
• Transition kernels and the conditional extreme value model
• scientific article; zbMATH DE number 4100397 (Why is no real title available?)
• De-Haan type conditions for max domains of attraction
• On domains of uniform local attraction in extreme value theory
• Bivariate distributions with given extreme value attractor
• scientific article; zbMATH DE number 796420 (Why is no real title available?)
• The continuous and differentiable domains of attraction of the extreme value distributions
• The maximum domain of attraction of multivariate extreme value distributions is small
• scientific article; zbMATH DE number 2116104 (Why is no real title available?)
• scientific article; zbMATH DE number 34422 (Why is no real title available?)
• scientific article; zbMATH DE number 4186866 (Why is no real title available?)

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