The maximum domain of attraction of multivariate extreme value distributions is small

DOI10.1214/22-ECP501MaRDI QIDQ2679648zbMATH OpenFDO

Authors Paolo Leonetti, Amir Khorrami Chokami

Publication date 23 January 2023

Published in Electronic Communications in Probability (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2203.15761

zbMATH Keywords

Baire categoryBanach-Mazur gamemaximum domain of attractionweak convergence of probability measures

Mathematics Subject Classification ID

Convergence of probability measures (60B10) Probability distributions: general theory (60E05) Extreme value theory; extremal stochastic processes (60G70)

Recommendations

• On domains of attraction of multivariate extreme value distributions under absolute continuity
• On the max-domain of attraction of distributions with log-concave densities
• Domains of attraction of multivariate extreme-value distributions
• Regular variation and generalized domains of attraction in \(\mathbb{R}^ k\)
• Regular variation and domains of attraction in \({\mathbb{R}}^ k\)

Cites work

• Bivariate extreme value theory: Models and estimation
• Convergent subseries of divergent series
• Discretization of distributions in the maximum domain of attraction
• Domains of attraction of multivariate extreme value distributions
• Extreme value theory for a class of discrete distributions with applications to some stochastic processes
• Extreme value theory. An introduction.
• Free extreme values
• Free point processes and free extreme values
• scientific article; zbMATH DE number 3678157 (Why is no real title available?)
• scientific article; zbMATH DE number 1354815 (Why is no real title available?)
• scientific article; zbMATH DE number 722611 (Why is no real title available?)
• scientific article; zbMATH DE number 5242364 (Why is no real title available?)
• Likelihood-based inference for max-stable processes
• Limit points of subsequences
• Most numbers are not normal
• On domains of attraction of multivariate extreme value distributions under absolute continuity
• On domains of uniform local attraction in extreme value theory
• Real Analysis and Probability
• Stable laws and domains of attraction in free probability theory
• Statistical modeling of spatial extremes
• Sur la distribution limite du terme maximum d'une série aléatoire
• Tauberian theorems for ordinary convergence
• The continuous and differentiable domains of attraction of the extreme value distributions
• The domain of attraction of the \(\alpha\)-sun operator for type II and type III distributions

Cited in

(8)

• On domains of attraction of multivariate extreme value distributions under absolute continuity
• scientific article; zbMATH DE number 4100397 (Why is no real title available?)
• Domains of attraction of multivariate extreme-value distributions
• scientific article; zbMATH DE number 2116104 (Why is no real title available?)
• scientific article; zbMATH DE number 4186866 (Why is no real title available?)
• Almost all sets of nonnegative integers and their small perturbations are not sumsets
• The maximum domain of attraction of multivariate extreme value distributions is small
• Joint complete records occurrence over Farlie-Gumbel-Morgenstern sequences

This page was built for publication: The maximum domain of attraction of multivariate extreme value distributions is small

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2679648)