Asymptotic domination of sample maxima

DOI10.1016/j.spl.2020.108703zbMath1447.60081OpenAlexW3001288069WikidataQ126302362 ScholiaQ126302362MaRDI QIDQ2175603

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

zbMATH Keywords

recordsextremal dependencemax-stable distributionsde Haan representationdomination of sample maximainfargmax formula

Mathematics Subject Classification ID

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

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• Statistics of Extremes

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