Linking representations for multivariate extremes via a limit set
From MaRDI portal
Publication:5055325
DOI10.1017/apr.2021.51MaRDI QIDQ5055325
Natalia Nolde, Jennifer L. Wadsworth
Publication date: 13 December 2022
Published in: Advances in Applied Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2012.00990
limit set; hidden regular variation; multivariate extreme value theory; conditional extremes; asymptotic (in)dependence
60G70: Extreme value theory; extremal stochastic processes
62G32: Statistics of extreme values; tail inference
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