Canonical spectral representation for exchangeable max-stable sequences

DOI10.1007/s10687-019-00361-3zbMath1457.60053arXiv1809.05338OpenAlexW2968275882WikidataQ127374860 ScholiaQ127374860MaRDI QIDQ2303028

Jan-Frederik Mai

Publication date: 28 February 2020

Published in: Extremes (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1809.05338

zbMATH Keywords

extreme-value copulastable tail dependence functionexchangeable sequencemax-stable sequencePickands representationstrong IDT process

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Extreme value theory; extremal stochastic processes (60G70) Exchangeability for stochastic processes (60G09)

Related Items (7)

The de Finetti structure behind some norm-symmetric multivariate densities with exponential decay ⋮ About the exact simulation of bivariate (reciprocal) Archimax copulas ⋮ Subordinators which are infinitely divisible w.r.t. time: Construction, properties, and simulation of max-stable sequences and infinitely divisible laws ⋮ Exchangeable min-id sequences: characterization, exponent measures and non-decreasing id-processes ⋮ On the structure of exchangeable extreme-value copulas ⋮ The infinite extendibility problem for exchangeable real-valued random vectors ⋮ Exact simulation of continuous max-id processes with applications to exchangeable max-id sequences

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