Decomposition for multivariate extremal processes

DOI10.1080/03610929608831729zbMath0875.60010MaRDI QIDQ4337154

Elisaveta Pancheva, August A. Balkema

Publication date: 11 November 1997

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610929608831729

zbMATH Keywords

weak convergence; decomposition; distribution function; extremal process; max-infinitely divisible; multivariate extreme; blotting; lower curve; max-increment; max-indecomposable; sufficiently rich

Mathematics Subject Classification ID

60G70: Extreme value theory; extremal stochastic processes

Related Items

Limit theorems for extremal processes generated by a point process with correlated time and space components, Self-similar extremal processes, Semi-self-similar extremal processes, Approximation of aggregate and extremal losses within the very heavy tails framework

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