Domains of attraction of multivariate extreme-value distributions

DOI10.6028/JRES.099.053MaRDI QIDQ4355365zbMATH OpenOpenAlexFDO

Authors Rinya Takahashi

Publication date 23 November 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.099.053

zbMATH Keywords

asymptotic joint distributiondependence functionmultivariate extreme statistics

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70) Asymptotic distribution theory in statistics (62E20)

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Cited in

(21)

• The continuous and differentiable domains of attraction of the extreme value distributions
• Regular variation and generalized domains of attraction in \(\mathbb{R}^ k\)
• On domains of attraction of multivariate extreme value distributions under absolute continuity
• On the trivariate extreme value distributions
• Bivariate distributions with given extreme value attractor
• Asymptotic properties of multivariate order statistics with random index
• The maximum domain of attraction of multivariate extreme value distributions is small
• Domains of attraction of asymptotic distributions of extreme generalized order statistics
• The t Copula and Related Copulas
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• Characterizations of a multivariate extreme value distribution
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• Domain of Multivariate Attraction via Angular Decomposition
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• De-Haan type conditions for max domains of attraction
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• Examples for the coefficient of tail dependence and the domain of attraction of a bivariate extreme value distribution
• Conditioning on an extreme component: model consistency with regular variation on cones
• New characterizations of multivariate max-domain of attraction and \(D\)-norms

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