Conditional independence and conditioned limit laws

DOI10.1016/j.spl.2015.12.028zbMath1337.60107arXiv1512.08635OpenAlexW2204799472MaRDI QIDQ273765

Ioannis Papastathopoulos

Publication date: 22 April 2016

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1512.08635

zbMATH Keywords

asymptotic independenceextreme value theoryconditional independenceconditioned limit lawsrandom norming

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Extreme value theory; extremal stochastic processes (60G70)

Cites Work

• Transition kernels and the conditional extreme value model
• Conditional independence among max-stable laws
• Heavy tailed time series with extremal independence
• Limit laws for random vectors with an extreme component
• A Conditional Approach for Multivariate Extreme Values (with Discussion)
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