Convergence to bivariate limiting extreme value distributions
From MaRDI portal
Publication:2626357
DOI10.1007/BF02868871zbMath0119.15103MaRDI QIDQ2626357
Publication date: 1962
Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)
Related Items (8)
On domains of attraction of multivariate extreme value distributions under absolute continuity ⋮ Conditional independence among max-stable laws ⋮ A characterization of Gumbel's family of extreme value distributions ⋮ Multivariate extreme value theory -- a tutorial ⋮ On the generation of a multivariate extreme value distribution with prescribed tail dependence parameter matrix ⋮ Semiparametric bivariate modelling with flexible extremal dependence ⋮ Extreme value theory for multivariate stationary sequences ⋮ Asymptotic independence and perfect dependence of vector components of multivariate extreme statistics
Cites Work
This page was built for publication: Convergence to bivariate limiting extreme value distributions