Max-Stability

DOI10.1137/1133018zbMath0676.60031OpenAlexW4246221180MaRDI QIDQ3831798

Elisaveta Pancheva

Publication date: 1988

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/1133018

zbMATH Keywords

multivariate extreme value theorymax- stable lawsmax-infinitely divisible laws

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Central limit and other weak theorems (60F05) Continuity and singularity of induced measures (60G30)

Related Items (4)

Max-linear regression models with regularization ⋮ A new flexible extreme value model for modeling the extreme value data, with an application to environmental data ⋮ General max-stable laws ⋮ A note on weak convergence to extremal processes

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