scientific article; zbMATH DE number 4054794

MaRDI QIDQ3790457zbMATH OpenFDO

Authors Laurens De Haan

Publication date 1985

zbMATH Keywords

dependence measuresdomains of attractionestimation proceduresfinite- dimensional caseinfinite-dimensional casemax-moving average processesmax-stable distributionsMultivariate extreme value distributionspath continuitypoint processesreviewstandardization of marginals

Mathematics Subject Classification ID

Limit theorems in probability theory (60F99) Asymptotic distribution theory in statistics (62E20) Order statistics; empirical distribution functions (62G30) Multivariate distribution of statistics (62H10)

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Cited in

(23)

• Estimation of bivariate excess probabilities for elliptical models
• The estimation of M4 processes with geometric moving patterns
• On the limiting behavior of the Pickands estimator for bivariate extreme- value distributions
• Families of min-stable multivariate exponential and multivariate extreme value distributions
• Stereology of extremes, bivariate models and computation
• Bayesian threshold selection for extremal models using measures of surprise
• Domination of sample maxima and related extremal dependence measures
• A Bayesian hierarchical model for spatial extremes with multiple durations
• Bivariate distributions with given extreme value attractor
• Dimension reduction in multivariate extreme value analysis
• On the estimation and application of max-stable processes
• Ergodic properties of max-infinitely divisible processes
• A model for extreme stacking of data at endpoints of a distribution: illustration with W-shaped data
• Limit laws for random vectors with an extreme component
• Multiple maxima in multivariate samples
• An alternative point process framework for modeling multivariate extreme values
• Statistics of Multivariate Extremes
• An algorithm for constructing high dimensional distributions from distributions of lower dimension
• Cramer-von mises-type tests with applications to tests of independence for multivariate extreme-value distributions
• Simulation of multivariate extreme values
• On studying extreme values and systematic risks with nonlinear time series models and tail dependence measures
• Sub-asymptotic motivation for new conditional multivariate extreme models
• Extremes of asymptotically spherical and elliptical random vectors

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