Characterizations of a multivariate extreme value distribution

DOI10.2307/1427279MaRDI QIDQ3779591zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

characterizationsnecessary and sufficient conditionsdependence functionmultivariate extreme value distributionsunivariate marginals

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

Recommendations

• Some properties of multivariate extreme value distributions and multivariate tail equivalence
• scientific article; zbMATH DE number 34422
• Domains of attraction of multivariate extreme-value distributions
• scientific article; zbMATH DE number 3885130
• The multivariate extremal index and the dependence structure of a multivariate extreme value distribution

Cited in

(26)

• The space of \(D\)-norms revisited
• A Conditional Approach for Multivariate Extreme Values (with Discussion)
• scientific article; zbMATH DE number 5039709 (Why is no real title available?)
• Orthant tail dependence of multivariate extreme value distributions
• Testing for a \(\delta \)-neighborhood of a generalized Pareto copula
• Multivariate extreme value analysis and its relevance in a metallographical application
• Some properties of multivariate extreme value distributions and multivariate tail equivalence
• scientific article; zbMATH DE number 5926452 (Why is no real title available?)
• scientific article; zbMATH DE number 7660128 (Why is no real title available?)
• Characterization of maximum probability points in the multivariate hypergeometric distribution
• Asymptotic conditional distribution of exceedance counts: fragility index with different margins
• Asymptotic independence and perfect dependence of vector components of multivariate extreme statistics
• New characterizations of multivariate max-domain of attraction and \(D\)-norms
• The multivariate extremal index and the dependence structure of a multivariate extreme value distribution
• scientific article; zbMATH DE number 3885130 (Why is no real title available?)
• Dependence between two multivariate extremes
• A construction principle for multivariate extreme value distributions
• Stable tail dependence functions -- some basic properties
• scientific article; zbMATH DE number 34422 (Why is no real title available?)
• Inequalities for the extremal coefficients of multivariate extreme value distributions
• Measuring the extremal dependence
• A representation of bivariate extreme value distributions via norms on \(\mathbb{R}^2\)
• On max-stable processes and the functional \(D\)-norm
• A choice probability characterization of generalized extreme value models
• Multivariate extreme values in stationary random sequences
• Multivariate extreme values in \(T\)-periodic random sequences under mild oscillation restrictions

This page was built for publication: Characterizations of a multivariate extreme value distribution

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3779591)