Domination of sample maxima and related extremal dependence measures

DOI10.1515/demo-2018-0005zbMath1391.60069arXiv1802.06291OpenAlexW2963495718MaRDI QIDQ1648682

Enkelejd Hashorva

Publication date: 27 June 2018

Published in: Dependence Modeling (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1802.06291

zbMATH Keywords

recordsextremal dependenceconcomitants of order statisticsmultiple maxima\(\max\)-stable distributionsconcurrent probabilitiesde Haan representationdomination of sample maximainf-argmax formula

Mathematics Subject Classification ID

Gaussian processes (60G15) Extreme value theory; extremal stochastic processes (60G70)

Related Items (1)

Asymptotic domination of sample maxima

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