scientific article; zbMATH DE number 4143234

MaRDI QIDQ3473947zbMATH OpenFDO

Authors J. Hüsler

Publication date 1989

zbMATH Keywords

affine-linear normalizationasymptotic independenceindependence relationslimit distributionsnon-Gaussian sequencesnormalized multivariate extreme valuespositive lower orthant dependentstationary sequences of random vectorsuniform asymptotic negligibility

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

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• Limit properties for multivariate extreme values in sequences of independent, non-identically distributed random vectors
• Extreme values in FGM random sequences
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• Extreme value theory for multivariate stationary sequences
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• EXTREME VALUE THEORY FOR CERTAIN NON-STATIONARY SEQUENCES1
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• Logarithmic asymptotics for multidimensional extremes under nonlinear scalings
• Multivariate extreme values for dynamical systems
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