Exchangeable random partitions from max-infinitely-divisible distributions

DOI10.1016/j.spl.2018.11.008zbMath1407.60077arXiv1806.05317OpenAlexW2964292275MaRDI QIDQ1726841

Yizao Wang, Stilian A. Stoev

Publication date: 20 February 2019

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

Full work available at URL: https://arxiv.org/abs/1806.05317

zbMATH Keywords

exchangeable random partitionPoisson-Dirichlet distributionmultivariate max-infinitely-divisible distributionpaintbox partition

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70) Combinatorial probability (60C05)

Related Items (2)

Asymptotic domination of sample maxima ⋮ Phase transition for extremes of a stochastic model with long-range dependence and multiplicative noise

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