New extreme value theory for maxima of maxima
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Publication:5880089
DOI10.1080/24754269.2020.1846115OpenAlexW3113807450MaRDI QIDQ5880089
Publication date: 7 March 2023
Published in: Statistical Theory and Related Fields (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/24754269.2020.1846115
maximum domain of attractionmax-stable distributionaccelerated extreme value distributionaccelerated max-stable distributioncompeting-maximum domain of attractions
Related Items (3)
On studying extreme values and systematic risks with nonlinear time series models and tail dependence measures ⋮ Rejoinder of “On studying extreme values and systematic risks with nonlinear time series models and tail dependence measures” ⋮ Rates of convergence of powered order statistics from general error distribution
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Cites Work
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