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

DOI10.1006/JMVA.1997.1706zbMATH Open0897.60053OpenAlexW1992810981MaRDI QIDQ1375111FDOQ1375111

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)

Cites Work

• Extremes and related properties of random sequences and processes
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• Families of min-stable multivariate exponential and multivariate extreme value distributions
• Sur la distribution limite du terme maximum d'une série aléatoire
• Derivatives of regularly varying functions in \(R^d\) and domains of attraction of stable distributions
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• Limit theory for multivariate sample extremes
• Domains of attraction of multivariate extreme value distributions
• On regular variation of probability densities
• Integrals and derivatives of regularly varying functions in \(R^ n\) and domains of attraction of stable distributions. II
• Domains of attraction and regular variation in \({\mathbb{R}}^ d\)
• Convergence to bivariate limiting extreme value distributions

Cited In (8)

• Domain of Multivariate Attraction via Angular Decomposition
• Title not available (Why is that?)
• Bivariate distributions with given extreme value attractor
• Title not available (Why is that?)
• The maximum domain of attraction of multivariate extreme value distributions is small
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)

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