Characterizations of a multivariate extreme value distribution
DOI10.2307/1427279zbMATH Open0638.62048OpenAlexW2070398992MaRDI QIDQ3779591FDOQ3779591
Authors: Rinya Takahashi 
Publication date: 1988
Published in: Advances in Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/1427279
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Cited In (26)
- New characterizations of multivariate max-domain of attraction and \(D\)-norms
- Some properties of multivariate extreme value distributions and multivariate tail equivalence
- On max-stable processes and the functional \(D\)-norm
- Title not available (Why is that?)
- Multivariate extreme values in \(T\)-periodic random sequences under mild oscillation restrictions
- Testing for a \(\delta \)-neighborhood of a generalized Pareto copula
- Title not available (Why is that?)
- Orthant tail dependence of multivariate extreme value distributions
- Dependence between two multivariate extremes
- Title not available (Why is that?)
- Multivariate extreme value analysis and its relevance in a metallographical application
- Title not available (Why is that?)
- Asymptotic conditional distribution of exceedance counts: fragility index with different margins
- The multivariate extremal index and the dependence structure of a multivariate extreme value distribution
- A construction principle for multivariate extreme value distributions
- Asymptotic independence and perfect dependence of vector components of multivariate extreme statistics
- Characterization of maximum probability points in the multivariate hypergeometric distribution
- Stable tail dependence functions -- some basic properties
- A Conditional Approach for Multivariate Extreme Values (with Discussion)
- The space of \(D\)-norms revisited
- Multivariate extreme values in stationary random sequences
- Title not available (Why is that?)
- A representation of bivariate extreme value distributions via norms on \(\mathbb{R}^2\)
- A choice probability characterization of generalized extreme value models
- Inequalities for the extremal coefficients of multivariate extreme value distributions
- Measuring the extremal dependence
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