Asymptotic domination of sample maxima

DOI10.1016/J.SPL.2020.108703zbMATH Open1447.60081OpenAlexW3001288069WikidataQ126302362 ScholiaQ126302362MaRDI QIDQ2175603FDOQ2175603

Authors: Enkelejd Hashorva, Didier Rullière 

Publication date: 29 April 2020

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

Full work available at URL: https://serval.unil.ch/resource/serval:BIB_2013A928BB35.P001/REF.pdf

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zbMATH Keywords

extremal dependencemax-stable distributionsrecordsde Haan representationdomination of sample maximainfargmax formula

Mathematics Subject Classification ID

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

Cites Work

• Statistics of Extremes
• A spectral representation for max-stable processes
• Title not available (Why is that?)
• Records from a multivariate normal sample
• Multiple maxima in multivariate samples
• A characterization of Gumbel's family of extreme value distributions
• Frank's condition for multivariate Archimedean copulas
• On functional records and champions
• Probabilities of concurrent extremes
• Multivariate records and hitting scenarios
• On a best-choice problem by dependent criteria
• On asymptotics of multivariate integrals with applications to records
• Conical extremes of a multivariate sample
• Domination of sample maxima and related extremal dependence measures
• Random tessellations associated with max-stable random fields
• Exchangeable random partitions from max-infinitely-divisible distributions

Cited In (3)

• The majorizing measure approach to sample boundedness
• Domination of sample maxima and related extremal dependence measures
• Asymptotics of dominated Gaussian maxima

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