Asymptotics of joint maxima for discontinuous random variables

DOI10.1007/s10687-009-0085-7zbMath1226.60080MaRDI QIDQ650682

Christian Genest, Anne Feidt, Johanna G. Nešlehová

Publication date: 26 November 2011

Published in: Extremes (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/20.500.11850/20735

zbMATH Keywords

copula; maximum; triangular array; discrete distribution; upper tail dependence; joint extremes

Mathematics Subject Classification ID

62E20: Asymptotic distribution theory in statistics

62H05: Characterization and structure theory for multivariate probability distributions; copulas

60G70: Extreme value theory; extremal stochastic processes

Related Items

Rates of convergence for extremes of geometric random variables and marked point processes, Using B-splines for nonparametric inference on bivariate extreme-value copulas

Uses Software

• QRM

Cites Work

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