The space of \(D\)-norms revisited

DOI10.1007/s10687-014-0204-yzbMath1310.60062arXiv1403.6016MaRDI QIDQ2340039

Maximilian Zott, Michael Falk, Stefan Aulbach

Publication date: 15 April 2015

Published in: Extremes (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1403.6016

zbMATH Keywords

generator; doubly stochastic matrix; Dirichlet distribution; multivariate extreme value theory; max-stable distributions; \(D\)-norms

Mathematics Subject Classification ID

60G70: Extreme value theory; extremal stochastic processes

60E99: Distribution theory

Related Items

An offspring of multivariate extreme value theory: the \(\max\)-characteristic function, Hierarchical Archimax copulas, A framework for measuring association of random vectors via collapsed random variables, Asymptotic independence of bivariate order statistics

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