Conical extremes of a multivariate sample

DOI10.6028/JRES.099.049MaRDI QIDQ4355363zbMATH OpenOpenAlexFDO

Authors Alexander Gnedin

Publication date 17 September 1997

Published in Journal of Research of the National Institute of Standards and Technology (Search for Journal in Brave)

Full work available at URL https://doi.org/10.6028/jres.099.049

zbMATH Keywords

conical extremesmultivariate extremesregular variation

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Multivariate analysis (62H99)

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• Domination of sample maxima and related extremal dependence measures
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• Asymptotic domination of sample maxima
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• On functional records and champions
• Multiple maxima in multivariate samples
• Multivariate regular variation on cones: application to extreme values, hidden regular variation and conditioned limit laws
• On distribution of upper marginal records in bivariate random sequences

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